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
ProjectedConstraint Class Reference

#include <projectedconstraint.hpp>

+ Inheritance diagram for ProjectedConstraint:
+ Collaboration diagram for ProjectedConstraint:

Classes

class  Impl
 

Public Member Functions

 ProjectedConstraint (const Constraint &constraint, const Array &parameterValues, 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 &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

Definition at line 33 of file projectedconstraint.hpp.

Constructor & Destructor Documentation

◆ ProjectedConstraint() [1/2]

ProjectedConstraint ( const Constraint constraint,
const Array parameterValues,
const std::vector< bool > &  fixParameters 
)

Definition at line 62 of file projectedconstraint.hpp.

◆ ProjectedConstraint() [2/2]

ProjectedConstraint ( const Constraint constraint,
const Projection projection 
)

Definition at line 69 of file projectedconstraint.hpp.