QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Public Member Functions | Protected Attributes | List of all members
Constraint Class Reference

Base constraint class. More...

#include <constraint.hpp>

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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 &params) const
 
Array lowerBound (const Array &params) 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< Implimpl_
 

Detailed Description

Base constraint class.

Examples
GlobalOptimizer.cpp.

Definition at line 35 of file constraint.hpp.

Constructor & Destructor Documentation

◆ Constraint()

Constraint ( ext::shared_ptr< Impl impl = ext::shared_ptr<Impl>())

Definition at line 25 of file constraint.cpp.

Member Function Documentation

◆ empty()

bool empty ( ) const

Definition at line 56 of file constraint.hpp.

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◆ test()

bool test ( const Array p) const

Definition at line 57 of file constraint.hpp.

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◆ upperBound()

Array upperBound ( const Array params) const

Definition at line 58 of file constraint.hpp.

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◆ lowerBound()

Array lowerBound ( const Array params) const

Definition at line 66 of file constraint.hpp.

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◆ update()

Real update ( Array p,
const Array direction,
Real  beta 
) const

Definition at line 27 of file constraint.cpp.

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Member Data Documentation

◆ impl_

ext::shared_ptr<Impl> impl_
protected

Definition at line 54 of file constraint.hpp.