|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
Constraint imposing all arguments to be in [low,high] More...
#include <constraint.hpp>
Inheritance diagram for BoundaryConstraint:
Collaboration diagram for BoundaryConstraint: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.