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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Inheritance diagram for ProjectedConstraint::Impl:
Collaboration diagram for ProjectedConstraint::Impl:Public Member Functions | |
| Impl (Constraint constraint, const Array ¶meterValues, const std::vector< bool > &fixParameters) | |
| Impl (Constraint constraint, const Projection &projection) | |
| bool | test (const Array ¶ms) const override |
| Tests if params satisfy the constraint. More... | |
| Array | upperBound (const Array ¶ms) const override |
| Returns upper bound for given parameters. More... | |
| Array | lowerBound (const Array ¶ms) const override |
| Returns lower bound for given parameters. More... | |
Public Member Functions inherited from Constraint::Impl | |
| virtual | ~Impl ()=default |
| virtual bool | test (const Array ¶ms) const =0 |
| Tests if params satisfy the constraint. More... | |
| virtual Array | upperBound (const Array ¶ms) const |
| Returns upper bound for given parameters. More... | |
| virtual Array | lowerBound (const Array ¶ms) const |
| Returns lower bound for given parameters. More... | |
Private Attributes | |
| const Constraint | constraint_ |
| const Projection | projection_ |
Definition at line 37 of file projectedconstraint.hpp.
| Impl | ( | Constraint | constraint, |
| const Array & | parameterValues, | ||
| const std::vector< bool > & | fixParameters | ||
| ) |
Definition at line 39 of file projectedconstraint.hpp.
| Impl | ( | Constraint | constraint, |
| const Projection & | projection | ||
| ) |
Definition at line 43 of file projectedconstraint.hpp.
Tests if params satisfy the constraint.
Implements Constraint::Impl.
Definition at line 45 of file projectedconstraint.hpp.
Here is the call graph for this function:Returns upper bound for given parameters.
Reimplemented from Constraint::Impl.
Definition at line 48 of file projectedconstraint.hpp.
Here is the call graph for this function:Returns lower bound for given parameters.
Reimplemented from Constraint::Impl.
Definition at line 51 of file projectedconstraint.hpp.
Here is the call graph for this function:
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private |
Definition at line 56 of file projectedconstraint.hpp.
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private |
Definition at line 57 of file projectedconstraint.hpp.