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 Sep 23 2016 Version 1.8.1 QuantLib