|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
Projected constraint. More...
#include <ql/math/optimization/constraint.hpp>#include <ql/math/optimization/projection.hpp>#include <utility>Go to the source code of this file.
Classes | |
| class | ProjectedConstraint |
| class | ProjectedConstraint::Impl |
Namespaces | |
| namespace | QuantLib |
Projected constraint.
Definition in file projectedconstraint.hpp.