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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <linearleastsquaresregression.hpp>
Collaboration diagram for LinearFcts< xContainer >:Public Types | |
| typedef xContainer::value_type | ArgumentType |
Public Member Functions | |
| LinearFcts (const xContainer &x, Real intercept) | |
| const std::vector< std::function< Real(ArgumentType)> > & | fcts () |
Private Attributes | |
| std::vector< std::function< Real(ArgumentType)> > | v |
Definition at line 52 of file linearleastsquaresregression.hpp.
| typedef xContainer::value_type ArgumentType |
Definition at line 54 of file linearleastsquaresregression.hpp.
| LinearFcts | ( | const xContainer & | x, |
| Real | intercept | ||
| ) |
Definition at line 55 of file linearleastsquaresregression.hpp.
| const std::vector< std::function< Real(ArgumentType)> > & fcts | ( | ) |
Definition at line 67 of file linearleastsquaresregression.hpp.
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private |
Definition at line 71 of file linearleastsquaresregression.hpp.