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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <projectedconstraint.hpp>
Inheritance diagram for ProjectedConstraint:
Collaboration diagram for ProjectedConstraint:Classes | |
| class | Impl |
Public Member Functions | |
| ProjectedConstraint (const Constraint &constraint, const Array ¶meterValues, const std::vector< bool > &fixParameters) | |
| ProjectedConstraint (const Constraint &constraint, const Projection &projection) | |
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_ |
Definition at line 33 of file projectedconstraint.hpp.
| ProjectedConstraint | ( | const Constraint & | constraint, |
| const Array & | parameterValues, | ||
| const std::vector< bool > & | fixParameters | ||
| ) |
Definition at line 62 of file projectedconstraint.hpp.
| ProjectedConstraint | ( | const Constraint & | constraint, |
| const Projection & | projection | ||
| ) |
Definition at line 69 of file projectedconstraint.hpp.