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/*
Copyright (C) 2001, 2002 Sadruddin Rejeb
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file constraint.hpp
\brief Abstract constraint class
\fullpath
ql/Optimization/%constraint.hpp
*/
// $Id: constraint.hpp,v 1.1 2002/02/08 14:46:16 sadrejeb Exp $
#ifndef quantlib_optimization_constraint_h
#define quantlib_optimization_constraint_h
#include "ql/array.hpp"
namespace QuantLib {
namespace Optimization {
class Constraint {
public:
virtual bool test(const Array& params) const { return true; }
virtual void correct(Array& params) const {}
};
}
}
#endif
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