|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
#include <linearleastsquaresregression.hpp>
Collaboration diagram for LinearFct< Container >:Public Member Functions | |
| LinearFct (Size i) | |
| Real | operator() (const Container &x) const |
Private Attributes | |
| const Size | i_ |
Definition at line 39 of file linearleastsquaresregression.hpp.
Definition at line 41 of file linearleastsquaresregression.hpp.
| Real operator() | ( | const Container & | x | ) | const |
Definition at line 43 of file linearleastsquaresregression.hpp.
|
private |
Definition at line 48 of file linearleastsquaresregression.hpp.