QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Base class for constraint implementations. More...
#include <constraint.hpp>
Public Member Functions | |
virtual | ~Impl ()=default |
virtual bool | test (const Array ¶ms) const =0 |
Tests if params satisfy the constraint. More... | |
virtual Array | upperBound (const Array ¶ms) const |
Returns upper bound for given parameters. More... | |
virtual Array | lowerBound (const Array ¶ms) const |
Returns lower bound for given parameters. More... | |
Base class for constraint implementations.
Definition at line 38 of file constraint.hpp.
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virtualdefault |
Tests if params satisfy the constraint.
Implemented in NoConstraint::Impl, PositiveConstraint::Impl, BoundaryConstraint::Impl, CompositeConstraint::Impl, NonhomogeneousBoundaryConstraint::Impl, ProjectedConstraint::Impl, HestonModel::FellerConstraint::Impl, and CalibratedModel::PrivateConstraint::Impl.
Returns upper bound for given parameters.
Reimplemented in NonhomogeneousBoundaryConstraint::Impl, PositiveConstraint::Impl, BoundaryConstraint::Impl, CompositeConstraint::Impl, ProjectedConstraint::Impl, and CalibratedModel::PrivateConstraint::Impl.
Definition at line 44 of file constraint.hpp.
Returns lower bound for given parameters.
Reimplemented in NonhomogeneousBoundaryConstraint::Impl, PositiveConstraint::Impl, BoundaryConstraint::Impl, CompositeConstraint::Impl, ProjectedConstraint::Impl, and CalibratedModel::PrivateConstraint::Impl.
Definition at line 49 of file constraint.hpp.