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...