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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Abstract optimization method class. More...
#include <ql/math/optimization/endcriteria.hpp>Go to the source code of this file.
Classes | |
| class | OptimizationMethod |
| Abstract class for constrained optimization method. More... | |
Namespaces | |
| namespace | QuantLib |
Abstract optimization method class.
Definition in file method.hpp.