Re: polynomial fitting with LeastSquareProblem / CurveFitting.cpp
Posted by
Bojan Nikolic on
Apr 07, 2009; 8:09am
URL: http://quantlib.414.s1.nabble.com/polynomial-fitting-with-LeastSquareProblem-CurveFitting-cpp-tp7378p7379.html
Hi Piers,
The problem is that you are mixing the example which was originally
called CurvedFitting.cpp with the current implementation of
least-square-fitting in QuantLib which is significantly different. For
example, LeastSquareProblem is not a template class and this is why
you get the first error that you do get. There are a few other
adjustments that need to be made:
* No need to define operator<<
* Need to supply a constraint for the LeastSquareProblem
* targetValueAndGradient not targetValueAndfirstDerivative
* size_t or QuantLib::Size not int
I've put the modified example that does compile and seems to work at
the following address:
http://www.bnikolic.co.uk/blog/ql-fitting-curves.htmlBest,
Bojan
--
Bojan Nikolic ||
http://www.bnikolic.co.uk------------------------------------------------------------------------------
This SF.net email is sponsored by:
High Quality Requirements in a Collaborative Environment.
Download a free trial of Rational Requirements Composer Now!
http://p.sf.net/sfu/www-ibm-com_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users