QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | List of all members
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.