QuantLib_Constraint man page

Constraint — Base constraint class.  


#include <ql/math/optimization/constraint.hpp>

Inherited by BoundaryConstraint, CalibratedModel::PrivateConstraint, CompositeConstraint, HestonModel::FellerConstraint, NoConstraint, NonhomogeneousBoundaryConstraint, PositiveConstraint, and ProjectedConstraint.


class Impl
Base class for constraint implementations.

Public Member Functions

bool empty () const
bool test (const Array &p) const
Array upperBound (const Array &params) const
Array lowerBound (const Array &params) const
Real update (Array &p, const Array &direction, Real beta)
Constraint (const boost::shared_ptr< Impl > &impl=boost::shared_ptr< Impl >())

Protected Attributes

boost::shared_ptr< Impl > impl_

Detailed Description

Base constraint class.


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Referenced By

The man pages lowerBound(3), ql-Constraint(3) and upperBound(3) are aliases of QuantLib_Constraint(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib