QuantLib: BoundaryConstraint Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
BoundaryConstraint Class Reference

Constraint imposing all arguments to be in [low,high] More...

`#include <ql/math/optimization/constraint.hpp>`

Inheritance diagram for BoundaryConstraint:
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## Public Member Functions
| BoundaryConstraint (Real low, Real high)
Public Member Functions inherited from Constraint
bool | empty () const
bool | test (const Array &p) const
Array | upperBound (const Array &params) const
Array | lowerBound (const Array &params) const
Real | update (Array &p, const Array &direction, Real beta)
| Constraint (const boost::shared_ptr< Impl > &impl=boost::shared_ptr< Impl >())

## Additional Inherited Members
Protected Attributes inherited from Constraint
boost::shared_ptr< Impl > | impl_

## Detailed Description

Constraint imposing all arguments to be in [low,high]