Uses of Class
org.quantlib.Constraint

Uses of Constraint in org.quantlib

Subclasses of Constraint in org.quantlib

Modifier and Type	Class	Description
class	BoundaryConstraint
class	CompositeConstraint
class	NoConstraint
class	NonhomogeneousBoundaryConstraint
class	PositiveConstraint

Methods in org.quantlib that return Constraint

Modifier and Type	Method	Description
Constraint	CalibratedModel.constraint()
Constraint	CalibratedModelHandle.constraint()
Constraint	Gsr.constraint()
Constraint	HestonModelHandle.constraint()
Constraint	MarkovFunctional.constraint()
Constraint	Parameter.constraint()
Constraint	ShortRateModelHandle.constraint()

Methods in org.quantlib with parameters of type Constraint

Modifier and Type	Method	Description
void	CalibratedModel.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
void	CalibratedModel.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	CalibratedModel.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	CalibratedModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
void	CalibratedModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	CalibratedModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	GridModelLocalVolSurface.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
void	GridModelLocalVolSurface.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	GridModelLocalVolSurface.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	Gsr.calibrate(CalibrationHelperVector instruments, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint)
void	Gsr.calibrate(CalibrationHelperVector instruments, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
void	Gsr.calibrate(CalibrationHelperVector instruments, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	HestonModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
void	HestonModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	HestonModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	MarkovFunctional.calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint)
void	MarkovFunctional.calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
void	MarkovFunctional.calibrate(CalibrationHelperVector helper, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	ShortRateModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint)
void	ShortRateModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights)
void	ShortRateModelHandle.calibrate(CalibrationHelperVector arg0, OptimizationMethod arg1, EndCriteria arg2, Constraint constraint, DoubleVector weights, BoolVector fixParameters)
void	Gsr.calibrateVolatilitiesIterative(BlackCalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint)
void	Gsr.calibrateVolatilitiesIterative(BlackCalibrationHelperVector helpers, OptimizationMethod method, EndCriteria endCriteria, Constraint constraint, DoubleVector weights)
protected static long	Constraint.getCPtr(Constraint obj)
Array	Optimizer.solve(CostFunctionDelegate function, Constraint c, OptimizationMethod m, EndCriteria e, Array iv)

Constructors in org.quantlib with parameters of type Constraint

Constructor	Description
CompositeConstraint(Constraint c1, Constraint c2)
ConstantParameter(double value, Constraint constraint)
ConstantParameter(Constraint constraint)
PiecewiseConstantParameter(DoubleVector times, Constraint constraint)