1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>Constraint Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#nested-classes">Classes</a> |
<a href="#pub-methods">Public Member Functions</a> |
<a href="#pro-attribs">Protected Attributes</a> </div>
<div class="headertitle">
<div class="title">Constraint Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::Constraint" -->
<p>Base constraint class.
<a href="class_quant_lib_1_1_constraint.html#details">More...</a></p>
<p><code>#include <ql/math/optimization/constraint.hpp></code></p>
<div class="dynheader">
Inheritance diagram for Constraint:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_constraint__inherit__graph.png" border="0" usemap="#_constraint_inherit__map" alt="Inheritance graph"/></div>
<map name="_constraint_inherit__map" id="_constraint_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_boundary_constraint.html" title="Constraint imposing all arguments to be in [low,high]" alt="" coords="5,86,141,117"/><area shape="rect" id="node5" href="class_quant_lib_1_1_composite_constraint.html" title="Constraint enforcing both given sub-constraints" alt="" coords="165,86,307,117"/><area shape="rect" id="node7" href="class_quant_lib_1_1_no_constraint.html" title="No constraint." alt="" coords="331,86,427,117"/><area shape="rect" id="node9" href="class_quant_lib_1_1_positive_constraint.html" title="Constraint imposing positivity to all arguments" alt="" coords="451,86,576,117"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_constraint-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constraint_1_1_impl.html">Impl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Base class for constraint implementations. <a href="class_quant_lib_1_1_constraint_1_1_impl.html#details">More...</a><br/></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6e61de369e994009e36f344f99c15ad"></a><!-- doxytag: member="QuantLib::Constraint::empty" ref="ac6e61de369e994009e36f344f99c15ad" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af33e3c1f0f763c765bd9452df8cf88c0"></a><!-- doxytag: member="QuantLib::Constraint::test" ref="af33e3c1f0f763c765bd9452df8cf88c0" args="(const Array &p) const " -->
bool </td><td class="memItemRight" valign="bottom"><b>test</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &p) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a414636115d40f3f109075e174fc674eb"></a><!-- doxytag: member="QuantLib::Constraint::update" ref="a414636115d40f3f109075e174fc674eb" args="(Array &p, const Array &direction, Real beta)" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>update</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &p, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &direction, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4066458ca2fba057c77cc948ee4d93c1"></a><!-- doxytag: member="QuantLib::Constraint::Constraint" ref="a4066458ca2fba057c77cc948ee4d93c1" args="(const boost::shared_ptr< Impl > &impl=boost::shared_ptr< Impl >())" -->
 </td><td class="memItemRight" valign="bottom"><b>Constraint</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_constraint_1_1_impl.html">Impl</a> > &impl=boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_constraint_1_1_impl.html">Impl</a> >())</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa593fa134416a954928e323a5175af7d"></a><!-- doxytag: member="QuantLib::Constraint::impl_" ref="aa593fa134416a954928e323a5175af7d" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_constraint_1_1_impl.html">Impl</a> > </td><td class="memItemRight" valign="bottom"><b>impl_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Base constraint class. </p>
</div></div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
