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<title>QuantLib: ProjectedCostFunction Class Reference</title>
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<h1>ProjectedCostFunction Class Reference</h1><!-- doxytag: class="QuantLib::ProjectedCostFunction" --><!-- doxytag: inherits="QuantLib::CostFunction" --><code>#include <ql/math/optimization/projectedcostfunction.hpp></code>
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Inheritance diagram for ProjectedCostFunction:</div>
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<area shape="rect" href="class_quant_lib_1_1_cost_function.html" title="Cost function abstract class for optimization problem." alt="" coords="36,7,140,33"></map>
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<a href="class_quant_lib_1_1_projected_cost_function-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Parameterized cost function.
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This class creates a proxy cost function which can depend on any arbitrary subset of parameters (the other being fixed) <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fe330cd54e6dab563f907d2e80b26879"></a><!-- doxytag: member="QuantLib::ProjectedCostFunction::ProjectedCostFunction" ref="fe330cd54e6dab563f907d2e80b26879" args="(const CostFunction &costFunction, const Array &parametersValues, const std::vector< bool > &parametersFreedoms)" -->
</td><td class="memItemRight" valign="bottom"><b>ProjectedCostFunction</b> (const <a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a> &costFunction, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &parametersValues, const std::vector< bool > &parametersFreedoms)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="53236e8f6234e3ee642043cd1229ea83"></a><!-- doxytag: member="QuantLib::ProjectedCostFunction::project" ref="53236e8f6234e3ee642043cd1229ea83" args="(const Array &parameters) const " -->
virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_projected_cost_function.html#53236e8f6234e3ee642043cd1229ea83">project</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &parameters) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the subset of free parameters corresponding <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="345a5a5e4b2957ac72edb57ec2f43728"></a><!-- doxytag: member="QuantLib::ProjectedCostFunction::include" ref="345a5a5e4b2957ac72edb57ec2f43728" args="(const Array &projectedParameters) const " -->
virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_projected_cost_function.html#345a5a5e4b2957ac72edb57ec2f43728">include</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &projectedParameters) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whole set of parameters corresponding to the set <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">CostFunction interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1333520b710a945f475fc3c7382d1462"></a><!-- doxytag: member="QuantLib::ProjectedCostFunction::value" ref="1333520b710a945f475fc3c7382d1462" args="(const Array &freeParameters) const " -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_projected_cost_function.html#1333520b710a945f475fc3c7382d1462">value</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &freeParameters) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function value in x <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cff7246a26608378638550ab57075273"></a><!-- doxytag: member="QuantLib::ProjectedCostFunction::values" ref="cff7246a26608378638550ab57075273" args="(const Array &freeParameters) const " -->
virtual <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_projected_cost_function.html#cff7246a26608378638550ab57075273">values</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &freeParameters) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function values in x <br></td></tr>
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