QuantLib 0.3.11
Getting started
Reference manual
ql/Optimization/constraint.hpp File Reference
Detailed Description
Abstract constraint class.
#include <ql/Math/array.hpp>
#include <ql/Patterns/bridge.hpp>
Include dependency graph for constraint.hpp:
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... | |
