Support error functions with arguments #2131
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eltoder
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lballabio
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Jan 28, 2025
| @@ -39,6 +39,8 @@ namespace QuantLib { | |||
| template <class Curve> class GlobalBootstrap { | |||
| typedef typename Curve::traits_type Traits; // ZeroYield, Discount, ForwardRate | |||
| typedef typename Curve::interpolator_type Interpolator; // Linear, LogLinear, ... | |||
| typedef std::function<Array(const std::vector<Time>&, const std::vector<Real>&)> | |||
| AdditionalErrors; | |||
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Maybe AdditionalPenalties would be more clear?
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Sounds good. Would you like the member variable renamed as well, or just the type?
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Done. I also rebased this branch to make sure there are no conflicts with my previous PR.
Pass curve data (times and values) to GlobalBootstrap's error functions so that they can compute errors based on the curve's shape. For example, one can penalize gradient to make the curve smoother.
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Pass curve data (times and values) to GlobalBootstrap's error functions so that they can compute errors based on the curve's shape. For example, one can penalize gradient to make the curve smoother.