QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Projected constraint. More...
#include <ql/math/optimization/constraint.hpp>
#include <ql/math/optimization/projection.hpp>
#include <utility>
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Classes | |
class | ProjectedConstraint |
class | ProjectedConstraint::Impl |
Namespaces | |
namespace | QuantLib |
Projected constraint.
Definition in file projectedconstraint.hpp.