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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Constraint imposing positivity to all arguments More...
#include <ql/math/optimization/constraint.hpp>
Additional Inherited Members | |
| Public Member Functions inherited from Constraint | |
| bool | empty () const |
| bool | test (const Array &p) const |
| Array | upperBound (const Array ¶ms) const |
| Array | lowerBound (const Array ¶ms) const |
| Real | update (Array &p, const Array &direction, Real beta) const |
| Constraint (ext::shared_ptr< Impl > impl=ext::shared_ptr< Impl >()) | |
| Protected Attributes inherited from Constraint | |
| ext::shared_ptr< Impl > | impl_ |
Constraint imposing positivity to all arguments