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constraint.hpp
Langue: en
Version: 374413 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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