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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.

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Detailed Description

Curve Fitting Problem

It is an inverse problem

Definition at line 89 of file CurveFitting.cpp.

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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.

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

• CurveFitting.cpp

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