Constraint.hpp File Reference

Abstract constraint class. More...

#include <config.h>
#include "math/DynamicVector.hpp"

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

Detailed Description

Abstract constraint class.

Definition in file Constraint.hpp.