QuantLib_Constraint_Impl

Langue: en

Autres versions - même langue

Version: 373220 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Constraint::Impl -

Base class for constraint implementations.

SYNOPSIS


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

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

Public Member Functions


virtual bool test (const Array &params) const =0
Tests if params satisfy the constraint.

Detailed Description

Base class for constraint implementations.

Author

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