QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | List of all members
Constraint::Impl Class Referenceabstract

Base class for constraint implementations. More...

#include <ql/math/optimization/constraint.hpp>

+ Inheritance diagram for Constraint::Impl:
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Public Member Functions

virtual ~Impl ()=default
 
virtual bool test (const Array &params) const =0
 Tests if params satisfy the constraint. More...
 
virtual Array upperBound (const Array &params) const
 Returns upper bound for given parameters. More...
 
virtual Array lowerBound (const Array &params) const
 Returns lower bound for given parameters. More...
 

Detailed Description

Base class for constraint implementations.

Definition at line 38 of file constraint.hpp.

Constructor & Destructor Documentation

◆ ~Impl()

virtual ~Impl ( )
virtualdefault

Member Function Documentation

◆ test()

virtual bool test ( const Array params) const
pure virtual

◆ upperBound()

virtual Array upperBound ( const Array params) const
virtual

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.

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◆ lowerBound()

virtual Array lowerBound ( const Array params) const
virtual

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.

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