ql/math/optimization/constraint.hpp File Reference
Detailed Description
Abstract constraint class.
#include <ql/math/array.hpp>
Include dependency graph for constraint.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | Constraint |
Base constraint class. More... | |
class | Constraint::Impl |
Base class for constraint implementations. 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... |