QuantLib - Quantlib's equivalent of Matlab's lsqnonlin

Quantlib's equivalent of Matlab's lsqnonlin

Posted by nabbleuser2008 on
URL: http://quantlib.414.s1.nabble.com/Quantlib-s-equivalent-of-Matlab-s-lsqnonlin-tp6162.html

Hi,

I'm trying to convert some code written in matlab to C++. I am looking for the Quantlib equivalent of Matlab's non-linear least squares optimizer function, lsqnonlin.

I really appreciate any instructions on how to do this in quantlib or in C++ in general. Any code example would be reall great.

Many thanks.

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