QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
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.
Returns upper bound for given parameters.
Reimplemented from Constraint::Impl.
Definition at line 48 of file projectedconstraint.hpp.
Returns lower bound for given parameters.
Reimplemented from Constraint::Impl.
Definition at line 51 of file projectedconstraint.hpp.
|
private |
Definition at line 56 of file projectedconstraint.hpp.
|
private |
Definition at line 57 of file projectedconstraint.hpp.