QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
BoundaryConstraint::Impl Class Referencefinal
+ Inheritance diagram for BoundaryConstraint::Impl:
+ Collaboration diagram for BoundaryConstraint::Impl:

Public Member Functions

 Impl (Real low, Real high)
 
bool test (const Array &params) const override
 Tests if params satisfy the constraint. More...
 
Array upperBound (const Array &params) const override
 Returns upper bound for given parameters. More...
 
Array lowerBound (const Array &params) const override
 Returns lower bound for given parameters. More...
 
- Public Member Functions inherited from Constraint::Impl
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...
 

Private Attributes

Real low_
 
Real high_
 

Detailed Description

Definition at line 116 of file constraint.hpp.

Constructor & Destructor Documentation

◆ Impl()

Impl ( Real  low,
Real  high 
)

Definition at line 118 of file constraint.hpp.

Member Function Documentation

◆ test()

bool test ( const Array params) const
overridevirtual

Tests if params satisfy the constraint.

Implements Constraint::Impl.

Definition at line 120 of file constraint.hpp.

+ Here is the call graph for this function:

◆ upperBound()

Array upperBound ( const Array params) const
overridevirtual

Returns upper bound for given parameters.

Reimplemented from Constraint::Impl.

Definition at line 123 of file constraint.hpp.

+ Here is the call graph for this function:

◆ lowerBound()

Array lowerBound ( const Array params) const
overridevirtual

Returns lower bound for given parameters.

Reimplemented from Constraint::Impl.

Definition at line 126 of file constraint.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ low_

Real low_
private

Definition at line 131 of file constraint.hpp.

◆ high_

Real high_
private

Definition at line 131 of file constraint.hpp.