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QuantLib_BoundaryConstraint
Langue: en
Version: 379543 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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