QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Base constraint class. More...
#include <constraint.hpp>
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.
Definition at line 66 of file constraint.hpp.
Definition at line 27 of file constraint.cpp.
|
protected |
Definition at line 54 of file constraint.hpp.