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Sourcecode: quantlib version File versions

constraint.hpp File Reference


Detailed Description

Abstract constraint class.

Definition in file constraint.hpp.

#include <ql/math/array.hpp>

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Namespaces

namespace  QuantLib

Classes

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


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