BoundaryConstraint Class Reference

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

#include <ql/math/optimization/constraint.hpp>

Inheritance diagram for BoundaryConstraint:

Public Member Functions
	BoundaryConstraint (Real low, Real high)
Public Member Functions inherited from Constraint
bool	empty () const
bool	test (const Array &p) const
Array	upperBound (const Array &params) const
Array	lowerBound (const Array &params) const
Real	update (Array &p, const Array &direction, Real beta) const
	Constraint (ext::shared_ptr< Impl > impl=ext::shared_ptr< Impl >())

Additional Inherited Members
Protected Attributes inherited from Constraint
ext::shared_ptr< Impl >	impl_

Detailed Description

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