Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Quantlib-s-equivalent-of-Matlab-s-lsqnonlin-tp6162p6168.html
On Thu, 2008-06-05 at 08:22 -0700, cc2008 wrote:
> 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.html>
>
http://article.gmane.org/gmane.comp.finance.quantlib.user/277
The optimization routines are in ql/math/optimization.
They're used, for instance, in the CalibratedModel::calibrate() method
(see <ql/models/model.cpp>.) An example of setup is in the
BermudanSwaption example.
Luigi
--
Perfection is reached, not when there is no longer anything to add, but
when there is no longer anything to take away.
-- Antoine de Saint-Exupery
-------------------------------------------------------------------------
Check out the new SourceForge.net Marketplace.
It's the best place to buy or sell services for
just about anything Open Source.
http://sourceforge.net/services/buy/index.php_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users