QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Public Member Functions | List of all members
BoundaryConstraint Class Reference

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 &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< Implimpl_
 

Detailed Description

Constraint imposing all arguments to be in [low,high]

Definition at line 114 of file constraint.hpp.

Constructor & Destructor Documentation

◆ BoundaryConstraint()

BoundaryConstraint ( Real  low,
Real  high 
)

Definition at line 134 of file constraint.hpp.