ql-Constraint (3) Linux Manual Page

QuantLib::Constraint – Base constraint class.

Synopsis

bool empty () const



bool test (const Array &p) const



Real update (Array &p, const Array &direction, Real beta)



Constraint (const boost::shared_ptr< Impl > &impl=boost::shared_ptr< Impl >())



Protected Attributes

Inherited by BoundaryConstraint, PrivateConstraint, CompositeConstraint, FellerConstraint, NoConstraint, and PositiveConstraint.

Classes

class Impl
Base class for constraint implementations.

Public Member Functions

bool empty () const



bool test (const Array &p) const



Real update (Array &p, const Array &direction, Real beta)



Constraint (const boost::shared_ptr< Impl > &impl=boost::shared_ptr< Impl >())



Protected Attributes

boost::shared_ptr< Impl > impl_

Detailed Description

Base constraint class.

Author

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