QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Classes | Public Member Functions | Protected Attributes | List of all members
Constraint Class Reference

Base constraint class. More...

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

+ Inheritance diagram for Constraint:

Classes

class  Impl
 Base class for constraint implementations. More...
 

Public Member Functions

bool empty () const
 
bool test (const Array &p) const
 
Array upperBound (const Array &params) const
 
Array lowerBound (const Array &params) const
 
Real update (Array &p, const Array &direction, Real beta) const
 
 Constraint (const ext::shared_ptr< Impl > &impl=ext::shared_ptr< Impl >())
 

Protected Attributes

ext::shared_ptr< Implimpl_
 

Detailed Description

Base constraint class.

Examples
GlobalOptimizer.cpp.