QuantLib_BoundaryConstraint

Langue: en

Autres versions - même langue

Version: 379543 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::BoundaryConstraint -

Constraint imposing all arguments to be in [low,high]

SYNOPSIS


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

Inherits QuantLib::Constraint.

Public Member Functions


BoundaryConstraint (Real low, Real high)

Detailed Description

Constraint imposing all arguments to be in [low,high]

Author

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