QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
ProjectedConstraint::Impl Class Referencefinal
+ Inheritance diagram for ProjectedConstraint::Impl:
+ Collaboration diagram for ProjectedConstraint::Impl:

Public Member Functions

 Impl (Constraint constraint, const Array &parameterValues, const std::vector< bool > &fixParameters)
 
 Impl (Constraint constraint, const Projection &projection)
 
bool test (const Array &params) const override
 Tests if params satisfy the constraint. More...
 
Array upperBound (const Array &params) const override
 Returns upper bound for given parameters. More...
 
Array lowerBound (const Array &params) const override
 Returns lower bound for given parameters. More...
 
- Public Member Functions inherited from Constraint::Impl
virtual ~Impl ()=default
 
virtual bool test (const Array &params) const =0
 Tests if params satisfy the constraint. More...
 
virtual Array upperBound (const Array &params) const
 Returns upper bound for given parameters. More...
 
virtual Array lowerBound (const Array &params) const
 Returns lower bound for given parameters. More...
 

Private Attributes

const Constraint constraint_
 
const Projection projection_
 

Detailed Description

Definition at line 37 of file projectedconstraint.hpp.

Constructor & Destructor Documentation

◆ Impl() [1/2]

Impl ( Constraint  constraint,
const Array parameterValues,
const std::vector< bool > &  fixParameters 
)

Definition at line 39 of file projectedconstraint.hpp.

◆ Impl() [2/2]

Impl ( Constraint  constraint,
const Projection projection 
)

Definition at line 43 of file projectedconstraint.hpp.

Member Function Documentation

◆ test()

bool test ( const Array params) const
overridevirtual

Tests if params satisfy the constraint.

Implements Constraint::Impl.

Definition at line 45 of file projectedconstraint.hpp.

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◆ upperBound()

Array upperBound ( const Array params) const
overridevirtual

Returns upper bound for given parameters.

Reimplemented from Constraint::Impl.

Definition at line 48 of file projectedconstraint.hpp.

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◆ lowerBound()

Array lowerBound ( const Array params) const
overridevirtual

Returns lower bound for given parameters.

Reimplemented from Constraint::Impl.

Definition at line 51 of file projectedconstraint.hpp.

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Member Data Documentation

◆ constraint_

const Constraint constraint_
private

Definition at line 56 of file projectedconstraint.hpp.

◆ projection_

const Projection projection_
private

Definition at line 57 of file projectedconstraint.hpp.