Class Projection

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

A parameter projection: a set of parameters, some of them fixed, mapped to its free parameters and back.

public class Projection

Inheritance

object

Projection

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

Immutable: it copies the values and the flags it is given. QuantLib's protected mapFreeParameters and its mutable copy of the parameters, which only a class deriving from both CostFunction and Projection reads, aren't ported: a class with one base composes a projection and calls Include(Vector), which computes the same values.

An extension point, as in QuantLib: Project(Vector) and Include(Vector) are virtual, and the fixed values, the flags and the number of free parameters are protected.

Constructors

Projection(ReadOnlySpan<double>, ReadOnlySpan<bool>)

Initializes a new instance of the Projection class.

public Projection(ReadOnlySpan<double> parameterValues, ReadOnlySpan<bool> fixParameters = default)

Parameters

parameterValues ReadOnlySpan<double>

The values of all the parameters; the fixed ones keep these values.

fixParameters ReadOnlySpan<bool>

Whether each parameter is fixed; empty, the default, for all free.

Exceptions

ArgumentException

The flags aren't one per parameter, or no parameter is free.

Properties

FixParameters

Gets whether each parameter is fixed.

protected ImmutableArray<bool> FixParameters { get; }

Property Value

ImmutableArray<bool>

FixedParameters

Gets the values of all the parameters, as given; the fixed ones keep these values.

protected ImmutableArray<double> FixedParameters { get; }

Property Value

ImmutableArray<double>

NumberOfFreeParameters

Gets the number of free parameters.

protected int NumberOfFreeParameters { get; }

Property Value

int

Methods

Include(Vector)

The whole set of parameters for a set of free ones: the fixed values with the free ones replaced.

public virtual Vector Include(Vector projectedParameters)

Parameters

projectedParameters Vector

The free parameters, in order.

Returns

Vector

A new vector of all the parameters.

Exceptions

ArgumentNullException

projectedParameters is null.

ArgumentException

projectedParameters isn't one value per free parameter.

Project(Vector)

The subset of free parameters of a set of parameters.

public virtual Vector Project(Vector parameters)

Parameters

parameters Vector

All the parameters.

Returns

Vector

A new vector of the free ones, in order.

Exceptions

ArgumentNullException

parameters is null.

ArgumentException

parameters isn't one value per parameter.