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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for NonLinearLeastSquare, including all inherited members.
| accuracy_ | NonLinearLeastSquare | private |
| bestAccuracy_ | NonLinearLeastSquare | private |
| c_ | NonLinearLeastSquare | private |
| exitFlag() const | NonLinearLeastSquare | |
| exitFlag_ | NonLinearLeastSquare | private |
| initialValue_ | NonLinearLeastSquare | private |
| iterationsNumber() const | NonLinearLeastSquare | |
| lastValue() const | NonLinearLeastSquare | |
| maxIterations_ | NonLinearLeastSquare | private |
| nbIterations_ | NonLinearLeastSquare | private |
| NonLinearLeastSquare(Constraint &c, Real accuracy=1e-4, Size maxiter=100) | NonLinearLeastSquare | |
| NonLinearLeastSquare(Constraint &c, Real accuracy, Size maxiter, ext::shared_ptr< OptimizationMethod > om) | NonLinearLeastSquare | |
| om_ | NonLinearLeastSquare | private |
| perform(LeastSquareProblem &lsProblem) | NonLinearLeastSquare | |
| residualNorm() const | NonLinearLeastSquare | |
| resnorm_ | NonLinearLeastSquare | private |
| results() | NonLinearLeastSquare | |
| results_ | NonLinearLeastSquare | private |
| setInitialValue(const Array &initialValue) | NonLinearLeastSquare | |
| ~NonLinearLeastSquare()=default | NonLinearLeastSquare |