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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2007 Franois du Vignaud
Copyright (C) 2007 Giorgio Facchinetti
Copyright (C) 2013 Peter Caspers
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/math/optimization/projectedcostfunction.hpp>
namespace QuantLib {
ProjectedCostFunction::ProjectedCostFunction(
const CostFunction& costFunction,
const Array& parameterValues,
const std::vector<bool>& fixParameters)
: Projection(parameterValues, fixParameters), costFunction_(costFunction) {}
ProjectedCostFunction::ProjectedCostFunction(
const CostFunction& costFunction,
const Projection& projection)
: Projection(projection), costFunction_(costFunction) {}
Real ProjectedCostFunction::value(const Array& freeParameters) const {
mapFreeParameters(freeParameters);
return costFunction_.value(actualParameters_);
}
Disposable<Array> ProjectedCostFunction::values(
const Array& freeParameters) const{
mapFreeParameters(freeParameters);
return costFunction_.values(actualParameters_);
}
}
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