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quantlib.js
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Globals
"ql/math/optimization/projectedconstraint"
ProjectedConstraint
Class ProjectedConstraint
Hierarchy
Constraint
ProjectedConstraint
Index
Classes
Impl
Constructors
constructor
Properties
_impl
Methods
empty
lower
Bound
pc
Init1
pc
Init2
test
update
upper
Bound
Constructors
constructor
new
Projected
Constraint
(
impl
?:
Impl
)
:
ProjectedConstraint
Parameters
Default value
impl:
Impl
= null
Returns
ProjectedConstraint
Properties
Protected
_impl
_impl
:
Impl
= null
Methods
empty
empty
(
)
:
boolean
Returns
boolean
lower
Bound
lower
Bound
(
params
:
Real
[]
)
:
Real
[]
Parameters
params:
Real
[]
Returns
Real
[]
pc
Init1
pc
Init1
(
constraint
:
Constraint
, parameterValues
:
Real
[]
, fixParameters
:
boolean
[]
)
:
ProjectedConstraint
Parameters
constraint:
Constraint
parameterValues:
Real
[]
fixParameters:
boolean
[]
Returns
ProjectedConstraint
pc
Init2
pc
Init2
(
constraint
:
Constraint
, projection
:
Projection
)
:
ProjectedConstraint
Parameters
constraint:
Constraint
projection:
Projection
Returns
ProjectedConstraint
test
test
(
params
:
Real
[]
)
:
boolean
Parameters
params:
Real
[]
Returns
boolean
update
update
(
params
:
Real
[]
, direction
:
Real
[]
, beta
:
Real
)
:
Real
first parameter params is by reference
Parameters
params:
Real
[]
Real[], byRef
direction:
Real
[]
Real[]
beta:
Real
Real
Returns
Real
upper
Bound
upper
Bound
(
params
:
Real
[]
)
:
Real
[]
Parameters
params:
Real
[]
Returns
Real
[]
Globals
"ql/math/optimization/projectedconstraint"
Projected
Constraint
Impl
constructor
_impl
empty
lower
Bound
pc
Init1
pc
Init2
test
update
upper
Bound