QuantLib_Constraint

Langue: en

Autres versions - même langue

Version: 378613 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Constraint -

Base constraint class.

SYNOPSIS


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

Inherited by BoundaryConstraint, CalibratedModel::PrivateConstraint, CompositeConstraint, HestonModel::FellerConstraint, NoConstraint, and PositiveConstraint.

Classes


class Impl
Base class for constraint implementations.

Public Member Functions


bool empty () const

bool test (const Array &p) const

Real update (Array &p, const Array &direction, Real beta)

Constraint (const boost::shared_ptr< Impl > &impl=boost::shared_ptr< Impl >())

Protected Attributes


boost::shared_ptr< Impl > impl_

Detailed Description

Base constraint class.

Author

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