QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Constraint::Impl Class Referenceabstract

Base class for constraint implementations. More...

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

Public Member Functions

virtual bool test (const Array &params) const =0
 Tests if params satisfy the constraint.
virtual Array upperBound (const Array &params) const
 Returns upper bound for given parameters.
virtual Array lowerBound (const Array &params) const
 Returns lower bound for given parameters.

Detailed Description

Base class for constraint implementations.