| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
|---|---|
| 2 | |
| 3 | /* |
| 4 | Copyright (C) 2007 François du Vignaud |
| 5 | Copyright (C) 2007 Giorgio Facchinetti |
| 6 | Copyright (C) 2013 Peter Caspers |
| 7 | |
| 8 | This file is part of QuantLib, a free-software/open-source library |
| 9 | for financial quantitative analysts and developers - http://quantlib.org/ |
| 10 | |
| 11 | QuantLib is free software: you can redistribute it and/or modify it |
| 12 | under the terms of the QuantLib license. You should have received a |
| 13 | copy of the license along with this program; if not, please email |
| 14 | <quantlib-dev@lists.sf.net>. The license is also available online at |
| 15 | <http://quantlib.org/license.shtml>. |
| 16 | |
| 17 | This program is distributed in the hope that it will be useful, but WITHOUT |
| 18 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
| 19 | FOR A PARTICULAR PURPOSE. See the license for more details. |
| 20 | */ |
| 21 | |
| 22 | #include <ql/math/optimization/projectedcostfunction.hpp> |
| 23 | |
| 24 | namespace QuantLib { |
| 25 | |
| 26 | ProjectedCostFunction::ProjectedCostFunction( |
| 27 | const CostFunction& costFunction, |
| 28 | const Array& parameterValues, |
| 29 | const std::vector<bool>& fixParameters) |
| 30 | : Projection(parameterValues, fixParameters), costFunction_(costFunction) {} |
| 31 | |
| 32 | ProjectedCostFunction::ProjectedCostFunction( |
| 33 | const CostFunction& costFunction, |
| 34 | const Projection& projection) |
| 35 | : Projection(projection), costFunction_(costFunction) {} |
| 36 | |
| 37 | Real ProjectedCostFunction::value(const Array& freeParameters) const { |
| 38 | mapFreeParameters(parameterValues: freeParameters); |
| 39 | return costFunction_.value(x: actualParameters_); |
| 40 | } |
| 41 | |
| 42 | Array ProjectedCostFunction::values(const Array& freeParameters) const{ |
| 43 | mapFreeParameters(parameterValues: freeParameters); |
| 44 | return costFunction_.values(x: actualParameters_); |
| 45 | } |
| 46 | |
| 47 | } |
| 48 |