QuantLib_Constraint_Impl man page

Constraint::Impl — Base class for constraint implementations.  

Synopsis

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

Public Member Functions

virtual bool test (const Array &params) const =0
Tests if params satisfy the constraint.
virtual Array upperBound (const Array &params) const
Returns upper bound for given parameters.
virtual Array lowerBound (const Array &params) const
Returns lower bound for given parameters.

Detailed Description

Base class for constraint implementations.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Jun 2 2017 Version 1.10 QuantLib