QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
#include <convexmonotoneinterpolation.hpp>
Public Member Functions | |
ConstantGradHelper (Real fPrev, Real prevPrimitive, Real xPrev, Real xNext, Real fNext) | |
Real | value (Real x) const override |
Real | primitive (Real x) const override |
Real | fNext () const override |
Public Member Functions inherited from SectionHelper | |
virtual | ~SectionHelper ()=default |
virtual Real | value (Real x) const =0 |
virtual Real | primitive (Real x) const =0 |
virtual Real | fNext () const =0 |
Private Attributes | |
Real | fPrev_ |
Real | prevPrimitive_ |
Real | xPrev_ |
Real | fGrad_ |
Real | fNext_ |
Definition at line 463 of file convexmonotoneinterpolation.hpp.
Definition at line 465 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 471 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 472 of file convexmonotoneinterpolation.hpp.
|
overridevirtual |
Implements SectionHelper.
Definition at line 475 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 478 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 478 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 478 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 478 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 478 of file convexmonotoneinterpolation.hpp.