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QuantLib_Constraint
Langue: en
Version: 378613 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Constraint -Base constraint class.
SYNOPSIS
#include <ql/math/optimization/constraint.hpp>
Inherited by BoundaryConstraint, CalibratedModel::PrivateConstraint, CompositeConstraint, HestonModel::FellerConstraint, NoConstraint, and PositiveConstraint.
Classes
class Impl
Base class for constraint implementations.
Public Member Functions
bool empty () const
bool test (const Array &p) const
Real update (Array &p, const Array &direction, Real beta)
Constraint (const boost::shared_ptr< Impl > &impl=boost::shared_ptr< Impl >())
Protected Attributes
boost::shared_ptr< Impl > impl_
Detailed Description
Base constraint class.
Author
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Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre