30 Array newParams = params + diff*direction;
31 bool valid =
test(newParams);
35 QL_FAIL(
"can't update parameter vector");
38 newParams = params + diff*direction;
39 valid =
test(newParams);
41 params += diff*direction;
1-D array used in linear algebra.
bool test(const Array &p) const
Real update(Array &p, const Array &direction, Real beta) const
Constraint(ext::shared_ptr< Impl > impl=ext::shared_ptr< Impl >())
Abstract constraint class.
#define QL_FAIL(message)
throw an error (possibly with file and line information)
QL_INTEGER Integer
integer number