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CurveFittingProblem Class Reference

Inheritance diagram for CurveFittingProblem::

List of all members.

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.


Constructor & Destructor Documentation

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 doxygen1.2.9 written by Dimitri van Heesch, © 1997-2001