QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | |
Impl (Real low, Real high) | |
bool | test (const Array ¶ms) const override |
Tests if params satisfy the constraint. More... | |
Array | upperBound (const Array ¶ms) const override |
Returns upper bound for given parameters. More... | |
Array | lowerBound (const Array ¶ms) const override |
Returns lower bound for given parameters. More... | |
Public Member Functions inherited from Constraint::Impl | |
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... | |
Private Attributes | |
Real | low_ |
Real | high_ |
Definition at line 116 of file constraint.hpp.
Definition at line 118 of file constraint.hpp.
Tests if params satisfy the constraint.
Implements Constraint::Impl.
Definition at line 120 of file constraint.hpp.
Returns upper bound for given parameters.
Reimplemented from Constraint::Impl.
Definition at line 123 of file constraint.hpp.
Returns lower bound for given parameters.
Reimplemented from Constraint::Impl.
Definition at line 126 of file constraint.hpp.
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private |
Definition at line 131 of file constraint.hpp.
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private |
Definition at line 131 of file constraint.hpp.