QuantLib::Constraint Class Reference

Base constraint class. More...

#include <Constraint.hpp>

Inheritance diagram for QuantLib::Constraint:

Classes
class	Impl
	Base class for constraint implementations. More...

Public Member Functions
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)

Protected Attributes
Impl *	impl_

Detailed Description

Base constraint class.

Definition at line 35 of file Constraint.hpp.

Constructor & Destructor Documentation

Constraint()

QuantLib::Constraint::Constraint

(

Constraint::Impl *

impl = NULL

)

Definition at line 28 of file Constraint.cpp.

~Constraint()

virtual QuantLib::Constraint::~Constraint ( )

inlinevirtual

Definition at line 52 of file Constraint.hpp.

Member Function Documentation

empty()

bool QuantLib::Constraint::empty ( ) const

inline

Definition at line 47 of file Constraint.hpp.

test()

bool QuantLib::Constraint::test ( const DynamicVector< RealType > & p ) const

inline

Definition at line 48 of file Constraint.hpp.

update()

RealType QuantLib::Constraint::update	(	DynamicVector< RealType > &	p,
		const DynamicVector< RealType > &	direction,
		RealType	beta )

Definition at line 30 of file Constraint.cpp.

Member Data Documentation

impl_

Impl* QuantLib::Constraint::impl_

protected

Definition at line 44 of file Constraint.hpp.

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

• optimization/Constraint.hpp
• optimization/Constraint.cpp