A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for ProjectedCostFunction, including all inherited members.
| actualParameters_ (defined in Projection) | Projection | mutableprotected |
| finiteDifferenceEpsilon() const | CostFunction | virtual |
| fixedParameters_ (defined in Projection) | Projection | protected |
| fixParameters_ (defined in Projection) | Projection | protected |
| gradient(Array &grad, const Array &x) const | CostFunction | virtual |
| include(const Array &projectedParameters) const (defined in Projection) | Projection | virtual |
| jacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
| mapFreeParameters(const Array ¶meterValues) const (defined in Projection) | Projection | protected |
| numberOfFreeParameters_ (defined in Projection) | Projection | protected |
| project(const Array ¶meters) const (defined in Projection) | Projection | virtual |
| ProjectedCostFunction(const CostFunction &costFunction, const Array ¶meterValues, const std::vector< bool > &fixParameters) (defined in ProjectedCostFunction) | ProjectedCostFunction | |
| ProjectedCostFunction(const CostFunction &costFunction, const Projection &projection) (defined in ProjectedCostFunction) | ProjectedCostFunction | |
| Projection(const Array ¶meterValues, const std::vector< bool > &fixParameters=std::vector< bool >()) (defined in Projection) | Projection | |
| value(const Array &freeParameters) const | ProjectedCostFunction | virtual |
| valueAndGradient(Array &grad, const Array &x) const | CostFunction | virtual |
| values(const Array &freeParameters) const | ProjectedCostFunction | virtual |
| valuesAndJacobian(Matrix &jac, const Array &x) const | CostFunction | virtual |
| ~CostFunction() (defined in CostFunction) | CostFunction | virtual |
| ~Projection() (defined in Projection) | Projection | virtual |