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. |
It is an inverse problem
Definition at line 89 of file CurveFitting.cpp.
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Default constructor : set time to maturity vector and target value Definition at line 98 of file CurveFitting.cpp. |