QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Constraint enforcing both given sub-constraints More...
#include <constraint.hpp>
Classes | |
class | Impl |
Public Member Functions | |
CompositeConstraint (const Constraint &c1, const Constraint &c2) | |
Public Member Functions inherited from Constraint | |
bool | empty () const |
bool | test (const Array &p) const |
Array | upperBound (const Array ¶ms) const |
Array | lowerBound (const Array ¶ms) 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_ |
Constraint enforcing both given sub-constraints
Definition at line 140 of file constraint.hpp.
CompositeConstraint | ( | const Constraint & | c1, |
const Constraint & | c2 | ||
) |
Definition at line 171 of file constraint.hpp.