QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Constraint imposing i-th argument to be in [low_i,high_i] for all i More...
#include <constraint.hpp>
Classes | |
class | Impl |
Public Member Functions | |
NonhomogeneousBoundaryConstraint (const Array &low, const Array &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 i-th argument to be in [low_i,high_i] for all i
Definition at line 177 of file constraint.hpp.
NonhomogeneousBoundaryConstraint | ( | const Array & | low, |
const Array & | high | ||
) |
Definition at line 201 of file constraint.hpp.