QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
List of all members
PositiveConstraint Class Reference

Constraint imposing positivity to all arguments More...

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

+ Inheritance diagram for PositiveConstraint:

Additional Inherited Members

- Public Member Functions inherited from Constraint
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 inherited from Constraint
ext::shared_ptr< Implimpl_
 

Detailed Description

Constraint imposing positivity to all arguments