ql/Optimization/constraint.hpp File Reference


Detailed Description

Abstract constraint class.

#include <ql/Math/array.hpp>
#include <ql/Patterns/bridge.hpp>

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Namespaces

namespace  QuantLib

Classes

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

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