text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2007 François du Vignaud
   Copyright (C) 2007 Giorgio Facchinetti
   Copyright (C) 2013 Peter Caspers
  
   This file is part of QuantLib, a free-software/open-source library
   for financial quantitative analysts and developers - http://quantlib.org/
  
   QuantLib is free software: you can redistribute it and/or modify it
   under the terms of the QuantLib license.  You should have received a
   copy of the license along with this program; if not, please email
   <quantlib-dev@lists.sf.net>. The license is also available online at
   <http://quantlib.org/license.shtml>.
  
   This program is distributed in the hope that it will be useful, but WITHOUT
   ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
   FOR A PARTICULAR PURPOSE.  See the license for more details.
  */
  
  /*! \file projectedcostfunction.hpp
      \brief Cost function utility
  */
  
  #ifndef quantlib_math_projectedcostfunction_h
  #define quantlib_math_projectedcostfunction_h
  
  #include <ql/math/optimization/costfunction.hpp>
  #include <ql/math/optimization/projection.hpp>
  
  namespace QuantLib {
  
      //! Parameterized cost function
      /*! This class creates a proxy cost function which can depend
          on any arbitrary subset of parameters (the other being fixed)
      */
  
      class ProjectedCostFunction : public CostFunction, public Projection {
          public:
              ProjectedCostFunction(const CostFunction& costFunction,
                                   const Array& parameterValues,
                                   const std::vector<bool>& fixParameters);
  
              ProjectedCostFunction(const CostFunction& costFunction,
                                    const Projection& projection);
  
              //! \name CostFunction interface
              //@{
              virtual Real value(const Array& freeParameters) const;
              virtual Disposable<Array>
                                     values(const Array& freeParameters) const;
              //@}
  
          private:
              const CostFunction& costFunction_;
      };
  
  }
  
  
  #endif
  