optimization.hpp File Reference
#include <oh/libraryobject.hpp>
#include <ql/types.hpp>
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Classes

class  QuantLibAddin::EndCriteria
 
class  QuantLibAddin::NoConstraint
 
class  QuantLibAddin::Simplex
 
class  QuantLibAddin::LevenbergMarquardt
 
class  QuantLibAddin::ArmijoLineSearch
 
class  QuantLibAddin::ConjugateGradient
 
class  QuantLibAddin::SteepestDescent
 

Namespaces

 QuantLib
 
 QuantLibAddin
 

Functions

std::string QuantLibAddin::qlSecondsToString (QuantLib::Real elapsed)
 
 QuantLibAddin::OH_LIB_CLASS (Constraint, QuantLib::Constraint)
 
 QuantLibAddin::OH_LIB_CLASS (OptimizationMethod, QuantLib::OptimizationMethod)
 
 QuantLibAddin::OH_LIB_CLASS (LineSearch, QuantLib::LineSearch)
 
 QuantLibAddin::OH_OBJ_CLASS (LineSearchBasedMethod, OptimizationMethod)