QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Constraint imposing all arguments to be in [low,high] More...
#include <constraint.hpp>
Classes | |
class | Impl |
Public Member Functions | |
BoundaryConstraint (Real low, Real high) | |
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 imposing all arguments to be in [low,high]
Definition at line 114 of file constraint.hpp.
BoundaryConstraint | ( | Real | low, |
Real | high | ||
) |
Definition at line 134 of file constraint.hpp.