QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
ConstantGradHelper Class Reference

#include <convexmonotoneinterpolation.hpp>

+ Inheritance diagram for ConstantGradHelper:
+ Collaboration diagram for ConstantGradHelper:

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_
 

Detailed Description

Definition at line 463 of file convexmonotoneinterpolation.hpp.

Constructor & Destructor Documentation

◆ ConstantGradHelper()

ConstantGradHelper ( Real  fPrev,
Real  prevPrimitive,
Real  xPrev,
Real  xNext,
Real  fNext 
)

Definition at line 465 of file convexmonotoneinterpolation.hpp.

Member Function Documentation

◆ value()

Real value ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 471 of file convexmonotoneinterpolation.hpp.

◆ primitive()

Real primitive ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 472 of file convexmonotoneinterpolation.hpp.

◆ fNext()

Real fNext ( ) const
overridevirtual

Implements SectionHelper.

Definition at line 475 of file convexmonotoneinterpolation.hpp.

Member Data Documentation

◆ fPrev_

Real fPrev_
private

Definition at line 478 of file convexmonotoneinterpolation.hpp.

◆ prevPrimitive_

Real prevPrimitive_
private

Definition at line 478 of file convexmonotoneinterpolation.hpp.

◆ xPrev_

Real xPrev_
private

Definition at line 478 of file convexmonotoneinterpolation.hpp.

◆ fGrad_

Real fGrad_
private

Definition at line 478 of file convexmonotoneinterpolation.hpp.

◆ fNext_

Real fNext_
private

Definition at line 478 of file convexmonotoneinterpolation.hpp.