constraint.hpp

Langue: en

Autres versions - même langue

Version: 374413 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/math/optimization/constraint.hpp -

Abstract constraint class.

SYNOPSIS


#include <ql/math/array.hpp>

Classes


class Constraint
Base constraint class.
class Constraint::Impl
Base class for constraint implementations.
class NoConstraint
No constraint.
class PositiveConstraint
Constraint imposing positivity to all arguments
class BoundaryConstraint
Constraint imposing all arguments to be in [low,high]
class CompositeConstraint
Constraint enforcing both given sub-constraints

Detailed Description

Abstract constraint class.

Author

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