CurveFittingProblem Class Reference

Inheritance diagram for CurveFittingProblem::

Public Methods
	CurveFittingProblem (const Array &ttm, const Array &target)
virtual	~CurveFittingProblem ()
	Destructor.
virtual int	size ()
	Size of the least square problem.
virtual void	targetAndValue (const Array &abcd, Array &target, Array &fct2fit)
	return function and target values.
virtual void	targetValueAndfirstDerivative (const Array &abcd, Matrix &grad_fct2fit, Array &target, Array &fct2fit)
	return function, target and first derivatives values.

Detailed Description

Curve Fitting Problem

It is an inverse problem

Definition at line 89 of file CurveFitting.cpp.

CurveFittingProblem::CurveFittingProblem	(	const Array &	ttm,

		const Array &	target
	)	`[inline]`

Default constructor : set time to maturity vector and target value

Definition at line 98 of file CurveFitting.cpp.

The documentation for this class was generated from the following file:

Generated at Wed Nov 7 16:26:00 2001 for Optimization by