Constraint::Impl Class Referenceabstract

Base class for constraint implementations. More...

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

Inherited by BoundaryConstraint::Impl, CalibratedModel::PrivateConstraint::Impl, CompositeConstraint::Impl, HestonModel::FellerConstraint::Impl, NoConstraint::Impl, NonhomogeneousBoundaryConstraint::Impl, and PositiveConstraint::Impl.

Public Member Functions

virtual bool test (const Array &params) const =0
 Tests if params satisfy the constraint.
 
virtual Array upperBound (const Array &) const
 Returns upper bound for given parameters.
 
virtual Array lowerBound (const Array &) const
 Returns lower bound for given parameters.
 

Detailed Description

Base class for constraint implementations.