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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Base constraint class. More...
#include <constraint.hpp>
Inheritance diagram for Constraint:
Collaboration diagram for Constraint:Classes | |
| class | Impl |
| Base class for constraint implementations. More... | |
Public Member Functions | |
| bool | empty () const |
| bool | test (const Array &p) const |
| Array | upperBound (const Array ¶ms) const |
| Array | lowerBound (const Array ¶ms) const |
| Real | update (Array &p, const Array &direction, Real beta) const |
| Constraint (ext::shared_ptr< Impl > impl=ext::shared_ptr< Impl >()) | |
Protected Attributes | |
| ext::shared_ptr< Impl > | impl_ |
| Constraint | ( | ext::shared_ptr< Impl > | impl = ext::shared_ptr<Impl>() | ) |
Definition at line 25 of file constraint.cpp.
| bool empty | ( | ) | const |
Definition at line 58 of file constraint.hpp.
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protected |
Definition at line 54 of file constraint.hpp.