leastsquare.hpp File Reference

Least square cost function. More...

#include <ql/math/optimization/problem.hpp>
#include <ql/math/optimization/conjugategradient.hpp>
#include <ql/math/matrix.hpp>

Go to the source code of this file.

Classes
class	LeastSquareProblem
	Base class for least square problem. More...
class	LeastSquareFunction
	Cost function for least-square problems. More...
class	NonLinearLeastSquare
	Non-linear least-square method. More...

Namespaces
namespace	QuantLib

Detailed Description

Least square cost function.

Definition in file leastsquare.hpp.