HestonModel::FellerConstraint Class Reference

#include <ql/models/equity/hestonmodel.hpp>

Inheritance diagram for HestonModel::FellerConstraint:

Collaboration diagram for HestonModel::FellerConstraint:

Classes
class	Impl

Public Member Functions
	FellerConstraint ()
Public Member Functions inherited from Constraint
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 >())

Additional Inherited Members
Protected Attributes inherited from Constraint
ext::shared_ptr< Impl >	impl_

Detailed Description

Definition at line 66 of file hestonmodel.hpp.

Constructor & Destructor Documentation

FellerConstraint()

FellerConstraint

(

)

Definition at line 79 of file hestonmodel.hpp.