constraint.hpp File Reference

Abstract constraint class. More...

#include <ql/math/array.hpp>
#include <algorithm>
#include <utility>

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Classes
class	Constraint
	Base constraint class. More...
class	Constraint::Impl
	Base class for constraint implementations. More...
class	NoConstraint
	No constraint. More...
class	NoConstraint::Impl
class	PositiveConstraint
	Constraint imposing positivity to all arguments More...
class	PositiveConstraint::Impl
class	BoundaryConstraint
	Constraint imposing all arguments to be in [low,high] More...
class	BoundaryConstraint::Impl
class	CompositeConstraint
	Constraint enforcing both given sub-constraints More...
class	CompositeConstraint::Impl
class	NonhomogeneousBoundaryConstraint
	Constraint imposing i-th argument to be in [low_i,high_i] for all i More...
class	NonhomogeneousBoundaryConstraint::Impl

Namespaces
namespace	QuantLib

Detailed Description

Abstract constraint class.

Definition in file constraint.hpp.