QuantLib_Constraint man page

Constraint — Base constraint class.

Synopsis

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

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

Classes

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib