QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Abstract constraint class. More...
Go to the source code of this file.
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 |
Abstract constraint class.
Definition in file constraint.hpp.