helper class representing a formula with variables given by an id v More...

#include <qle/math/compiledformula.hpp>

Collaboration diagram for CompiledFormula:

Public Types
enum	Operator { none , plus , minus , multiply , divide , max , min , pow , abs , gtZero , geqZero , negate , exp , log }

Public Member Functions
	CompiledFormula ()

	CompiledFormula (const Real x)

	CompiledFormula (const Size v)

	CompiledFormula (const CompiledFormula &f)

	CompiledFormula (CompiledFormula &&f)

CompiledFormula &	operator= (const CompiledFormula &)

CompiledFormula &	operator= (CompiledFormula &&)

template<class I >
Real	operator() (I begin, I end) const

Real	operator() (const std::vector< Real > &values) const

CompiledFormula &	operator+= (const CompiledFormula &)

CompiledFormula &	operator-= (const CompiledFormula &)

CompiledFormula &	operator*= (const CompiledFormula &)

CompiledFormula &	operator/= (const CompiledFormula &)

CompiledFormula	operator- () const

Private Attributes
Operator	op_

Real	x_

Size	v_

std::vector< CompiledFormula >	args_

Friends
CompiledFormula	operator+ (CompiledFormula, const CompiledFormula &)

CompiledFormula	operator- (CompiledFormula, const CompiledFormula &)

CompiledFormula	operator* (CompiledFormula, const CompiledFormula &)

CompiledFormula	operator/ (CompiledFormula, const CompiledFormula &)

CompiledFormula	max (CompiledFormula, const CompiledFormula &)

CompiledFormula	min (CompiledFormula, const CompiledFormula &)

CompiledFormula	pow (CompiledFormula, const CompiledFormula &)

CompiledFormula	gtZero (CompiledFormula)

CompiledFormula	geqZero (CompiledFormula)

CompiledFormula	abs (CompiledFormula)

CompiledFormula	exp (CompiledFormula)

CompiledFormula	log (CompiledFormula)

CompiledFormula	unaryOp (CompiledFormula, Operator op)

CompiledFormula	binaryOp (CompiledFormula, const CompiledFormula &, Operator op)

Detailed Description

helper class representing a formula with variables given by an id v

Definition at line 40 of file compiledformula.hpp.

Member Enumeration Documentation

◆ Operator

enum Operator

Enumerator
none
plus
minus
multiply
divide
max
min
pow
abs
gtZero
geqZero
negate
exp
log

Definition at line 42 of file compiledformula.hpp.

42{ none, plus, minus, multiply, divide, max, min, pow, abs, gtZero, geqZero, negate, exp, log };

QuantExt::CompiledFormula::multiply

@ multiply

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::min

@ min

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::divide

@ divide

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::max

@ max

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::abs

@ abs

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::plus

@ plus

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::pow

@ pow

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::log

@ log

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::none

@ none

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::minus

@ minus

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::geqZero

@ geqZero

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::gtZero

@ gtZero

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::exp

@ exp

Definition: compiledformula.hpp:42

QuantExt::CompiledFormula::negate

@ negate

Definition: compiledformula.hpp:42

Constructor & Destructor Documentation

◆ CompiledFormula() [1/5]

CompiledFormula ( )

Definition at line 43 of file compiledformula.hpp.

43: op_(none), x_(0.0), v_(Null<Size>()) {}

QuantExt::CompiledFormula::op_

Operator op_

Definition: compiledformula.hpp:83

QuantExt::CompiledFormula::v_

Size v_

Definition: compiledformula.hpp:85

QuantExt::CompiledFormula::x_

Real x_

Definition: compiledformula.hpp:84

◆ CompiledFormula() [2/5]

CompiledFormula ( const Real x )

Definition at line 45 of file compiledformula.hpp.

45: op_(none), x_(x), v_(Null<Size>()) {}

◆ CompiledFormula() [3/5]

CompiledFormula ( const Size v )

Definition at line 47 of file compiledformula.hpp.

47: op_(none), x_(Null<Real>()), v_(v) {}

◆ CompiledFormula() [4/5]

CompiledFormula ( const CompiledFormula & f )

Definition at line 48 of file compiledformula.hpp.

48: op_(f.op_), x_(f.x_), v_(f.v_), args_(f.args_) {}

QuantExt::CompiledFormula::args_

std::vector< CompiledFormula > args_

Definition: compiledformula.hpp:86

◆ CompiledFormula() [5/5]

CompiledFormula ( CompiledFormula && f )

Definition at line 49 of file compiledformula.hpp.

49: op_(f.op_), x_(f.x_), v_(f.v_) { args_.swap(f.args_); }

Member Function Documentation

◆ operator=() [1/2]

CompiledFormula & operator= ( const CompiledFormula & f )

Definition at line 23 of file compiledformula.cpp.

                                                                    {
    op_ = f.op_;
    x_ = f.x_;
    v_ = f.v_;
    args_ = f.args_;
    return *this;
}

◆ operator=() [2/2]

CompiledFormula & operator= ( CompiledFormula && f )

Definition at line 31 of file compiledformula.cpp.

                                                               {
    op_ = f.op_;
    x_ = f.x_;
    v_ = f.v_;
    args_.swap(f.args_);
    return *this;
}

◆ operator()() [1/2]

Real operator()	(	I	begin,
		I	end
	)		const

Definition at line 91 of file compiledformula.hpp.

                                                                        {
    if (x_ != Null<Real>())
        return x_;
    if (v_ != Null<Size>()) {
        QL_REQUIRE((end - begin) > static_cast<int>(v_),
                   "CompiledFormula: need value for index " << v_ << ", given values size is " << (end - begin));
        return *(begin + v_);
    }
    switch (op_) {
    case plus:
        return args_[0](begin, end) + args_[1](begin, end);
    case minus:
        return args_[0](begin, end) - args_[1](begin, end);
    case multiply:
        return args_[0](begin, end) * args_[1](begin, end);
    case divide:
        return args_[0](begin, end) / args_[1](begin, end);
    case max:
        return std::max(args_[0](begin, end), args_[1](begin, end));
    case min:
        return std::min(args_[0](begin, end), args_[1](begin, end));
    case pow:
        return std::pow(args_[0](begin, end), args_[1](begin, end));
    case gtZero: {
        Real tmp = args_[0](begin, end);
        return tmp > 0.0 && !QuantLib::close_enough(tmp, 0.0) ? 1.0 : 0.0;
    }
    case geqZero: {
        Real tmp = args_[0](begin, end);
        return tmp > 0.0 || QuantLib::close_enough(tmp, 0.0) ? 1.0 : 0.0;
    }
    case abs:
        return std::abs(args_[0](begin, end));
    case negate:
        return -args_[0](begin, end);
    case exp:
        return std::exp(args_[0](begin, end));
    case log:
        return std::log(args_[0](begin, end));
    default:
        QL_FAIL("CompiledFormula: unknown operator");
    }
}

◆ operator()() [2/2]

Real operator() ( const std::vector< Real > & values ) const

Definition at line 55 of file compiledformula.hpp.

55{ return operator()(values.begin(), values.end()); }

QuantExt::CompiledFormula::operator()

Real operator()(I begin, I end) const

Definition: compiledformula.hpp:91

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◆ operator+=()

CompiledFormula & operator+= ( const CompiledFormula & y )

Definition at line 41 of file compiledformula.cpp.

                                                                     {
    std::vector<CompiledFormula> newArgs;
    newArgs.push_back(*this);
    newArgs.push_back(y);
    op_ = plus;
    x_ = Null<Real>();
    v_ = Null<Size>();
    args_.swap(newArgs);
    return *this;
}

◆ operator-=()

CompiledFormula & operator-= ( const CompiledFormula & y )

Definition at line 52 of file compiledformula.cpp.

                                                                     {
    std::vector<CompiledFormula> newArgs;
    newArgs.push_back(*this);
    newArgs.push_back(y);
    op_ = minus;
    x_ = Null<Real>();
    v_ = Null<Size>();
    args_.swap(newArgs);
    return *this;
}

◆ operator*=()

CompiledFormula & operator*= ( const CompiledFormula & y )

Definition at line 63 of file compiledformula.cpp.

                                                                     {
    std::vector<CompiledFormula> newArgs;
    newArgs.push_back(*this);
    newArgs.push_back(y);
    op_ = multiply;
    x_ = Null<Real>();
    v_ = Null<Size>();
    args_.swap(newArgs);
    return *this;
}

◆ operator/=()

CompiledFormula & operator/= ( const CompiledFormula & y )

Definition at line 74 of file compiledformula.cpp.

                                                                     {
    std::vector<CompiledFormula> newArgs;
    newArgs.push_back(*this);
    newArgs.push_back(y);
    op_ = divide;
    x_ = Null<Real>();
    v_ = Null<Size>();
    args_.swap(newArgs);
    return *this;
}

◆ operator-()

CompiledFormula operator- ( ) const

Definition at line 87 of file compiledformula.cpp.

                                                 {
    CompiledFormula r;
    r.args_ = std::vector<CompiledFormula>(1, *this);
    r.op_ = negate;
    r.x_ = Null<Real>();
    r.v_ = Null<Size>();
    return r;
}

Friends And Related Function Documentation

◆ operator+

CompiledFormula operator+	(	CompiledFormula	x,
		const CompiledFormula &	y
	)

friend

Definition at line 98 of file compiledformula.cpp.

◆ operator-

CompiledFormula operator-	(	CompiledFormula	x,
		const CompiledFormula &	y
	)

friend

Definition at line 103 of file compiledformula.cpp.

◆ operator*

CompiledFormula operator*	(	CompiledFormula	x,
		const CompiledFormula &	y
	)

friend

Definition at line 108 of file compiledformula.cpp.

◆ operator/

CompiledFormula operator/	(	CompiledFormula	x,
		const CompiledFormula &	y
	)

friend

Definition at line 113 of file compiledformula.cpp.

◆ max

CompiledFormula max	(	CompiledFormula	x,
		const CompiledFormula &	y
	)

friend

Definition at line 159 of file compiledformula.cpp.

159{ return binaryOp(x, y, CompiledFormula::max); }

QuantExt::CompiledFormula::binaryOp

friend CompiledFormula binaryOp(CompiledFormula, const CompiledFormula &, Operator op)

Definition: compiledformula.cpp:128

◆ min

CompiledFormula min	(	CompiledFormula	x,
		const CompiledFormula &	y
	)

friend

Definition at line 162 of file compiledformula.cpp.

162{ return binaryOp(x, y, CompiledFormula::min); }

◆ pow

CompiledFormula pow	(	CompiledFormula	x,
		const CompiledFormula &	y
	)

friend

Definition at line 165 of file compiledformula.cpp.

165{ return binaryOp(x, y, CompiledFormula::pow); }

◆ gtZero

CompiledFormula gtZero ( CompiledFormula x )

friend

Definition at line 142 of file compiledformula.cpp.

142{ return unaryOp(x, CompiledFormula::gtZero); }

QuantExt::CompiledFormula::unaryOp

friend CompiledFormula unaryOp(CompiledFormula, Operator op)

Definition: compiledformula.cpp:118

◆ geqZero

CompiledFormula geqZero ( CompiledFormula x )

friend

Definition at line 145 of file compiledformula.cpp.

145{ return unaryOp(x, CompiledFormula::geqZero); }

◆ abs

CompiledFormula abs ( CompiledFormula x )

friend

Definition at line 148 of file compiledformula.cpp.

148{ return unaryOp(x, CompiledFormula::abs); }

◆ exp

CompiledFormula exp ( CompiledFormula x )

friend

Definition at line 151 of file compiledformula.cpp.

151{ return unaryOp(x, CompiledFormula::exp); }

◆ log

CompiledFormula log ( CompiledFormula x )

friend

Definition at line 154 of file compiledformula.cpp.

154{ return unaryOp(x, CompiledFormula::log); }

◆ unaryOp

CompiledFormula unaryOp	(	CompiledFormula	x,
		CompiledFormula::Operator	op
	)

friend

Definition at line 118 of file compiledformula.cpp.

                                                                       {
    std::vector<CompiledFormula> newArgs;
    newArgs.push_back(x);
    x.op_ = op;
    x.x_ = Null<Real>();
    x.v_ = Null<Size>();
    x.args_.swap(newArgs);
    return x;
}

◆ binaryOp

CompiledFormula binaryOp	(	CompiledFormula	x,
		const CompiledFormula &	y,
		CompiledFormula::Operator	op
	)

friend

Definition at line 128 of file compiledformula.cpp.

                                                                                                  {
    std::vector<CompiledFormula> newArgs;
    newArgs.push_back(x);
    newArgs.push_back(y);
    x.op_ = op;
    x.x_ = Null<Real>();
    x.v_ = Null<Size>();
    x.args_.swap(newArgs);
    return x;
}

Member Data Documentation

◆ op_

Operator op_

private

Definition at line 83 of file compiledformula.hpp.

◆ x_

Real x_

private

Definition at line 84 of file compiledformula.hpp.

◆ v_

Size v_

private

Definition at line 85 of file compiledformula.hpp.

◆ args_

std::vector<CompiledFormula> args_

private

Definition at line 86 of file compiledformula.hpp.

Public Types

Public Member Functions

Private Attributes

Friends

Detailed Description

Member Enumeration Documentation

◆ Operator

Constructor & Destructor Documentation

◆ CompiledFormula() [1/5]

◆ CompiledFormula() [2/5]

◆ CompiledFormula() [3/5]

◆ CompiledFormula() [4/5]

◆ CompiledFormula() [5/5]

Member Function Documentation

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ operator()() [1/2]

◆ operator()() [2/2]

◆ operator+=()

◆ operator-=()

◆ operator*=()

◆ operator/=()

◆ operator-()

Friends And Related Function Documentation

◆ operator+

◆ operator-

◆ operator*

◆ operator/

◆ max

◆ min

◆ pow

◆ gtZero

◆ geqZero

◆ abs

◆ exp

◆ log

◆ unaryOp

◆ binaryOp

Member Data Documentation

◆ op_

◆ x_

◆ v_

◆ args_