Re: 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-tp6162p6164.html
I was able to find the following two links on this subject. However, the example code posted in the links do not compile with recent versions of QuantLib. I am wondering if anyone has a working version of this code that works with current versions of QuantLib.
http://quantlib.org/quep/quep003.htmlhttp://article.gmane.org/gmane.comp.finance.quantlib.user/277
Thank you very much.
CJ