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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Base class for constraint implementations. More...
#include <ql/math/optimization/constraint.hpp>
Public Member Functions | |
| virtual bool | test (const Array ¶ms) const =0 |
| Tests if params satisfy the constraint. | |
| virtual Array | upperBound (const Array ¶ms) const |
| Returns upper bound for given parameters. | |
| virtual Array | lowerBound (const Array ¶ms) const |
| Returns lower bound for given parameters. | |
Base class for constraint implementations.