QuantLib::BoundaryConstraint Class Reference

Constraint imposing all arguments to be in [low,high] More...

#include <Constraint.hpp>

Inheritance diagram for QuantLib::BoundaryConstraint:

Public Member Functions
	BoundaryConstraint (RealType low, RealType high)
Public Member Functions inherited from QuantLib::Constraint
bool	empty () const
bool	test (const DynamicVector< RealType > &p) const
RealType	update (DynamicVector< RealType > &p, const DynamicVector< RealType > &direction, RealType beta)
	Constraint (Impl *impl=NULL)

Additional Inherited Members
Protected Attributes inherited from QuantLib::Constraint
Impl *	impl_

Detailed Description

Constraint imposing all arguments to be in [low,high]

Definition at line 85 of file Constraint.hpp.

Constructor & Destructor Documentation

BoundaryConstraint()

QuantLib::BoundaryConstraint::BoundaryConstraint ( RealType low, RealType high )

inline

Definition at line 102 of file Constraint.hpp.

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The documentation for this class was generated from the following file:

• optimization/Constraint.hpp