QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
constraint.hpp File Reference

Abstract constraint class. More...

#include <ql/math/array.hpp>
#include <algorithm>
#include <utility>

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Classes

class  Constraint
 Base constraint class. More...
 
class  Constraint::Impl
 Base class for constraint implementations. More...
 
class  NoConstraint
 No constraint. More...
 
class  NoConstraint::Impl
 
class  PositiveConstraint
 Constraint imposing positivity to all arguments More...
 
class  PositiveConstraint::Impl
 
class  BoundaryConstraint
 Constraint imposing all arguments to be in [low,high] More...
 
class  BoundaryConstraint::Impl
 
class  CompositeConstraint
 Constraint enforcing both given sub-constraints More...
 
class  CompositeConstraint::Impl
 
class  NonhomogeneousBoundaryConstraint
 Constraint imposing i-th argument to be in [low_i,high_i] for all i More...
 
class  NonhomogeneousBoundaryConstraint::Impl
 

Namespaces

namespace  QuantLib
 

Detailed Description

Abstract constraint class.

Definition in file constraint.hpp.