QuantLib
: a free/open-source library for quantitative finance
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ql
math
bernsteinpolynomial.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2007 Allen Kuo
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file bernsteinpolynomial.hpp
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\brief Bernstein polynomials
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*/
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#ifndef quantlib_bernstein_polynomial_hpp
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#define quantlib_bernstein_polynomial_hpp
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#include <
ql/types.hpp
>
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namespace
QuantLib
{
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//! class of Bernstein polynomials
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/*! see definition:
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Weisstein, Eric W. "Bernstein Polynomial." From MathWorld--A
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Wolfram Web Resource.
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<http://mathworld.wolfram.com/BernsteinPolynomial.html>
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The Bernstein polynomials \f$ B_{i,n}(x) \f$ are defined as
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\f[
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B_{i,n}(x) \equiv \left( \begin{array}{c} n \\ i \end{array} \right)
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x^i (1-x)^{n-i}
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\f]
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*/
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class
BernsteinPolynomial
{
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public
:
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static
Real
get
(
Natural
i,
Natural
n
,
Real
x) ;
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};
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}
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#endif
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n
Size n
Definition:
andreasenhugevolatilityinterpl.cpp:47
QuantLib::BernsteinPolynomial
class of Bernstein polynomials
Definition:
bernsteinpolynomial.hpp:45
QuantLib::BernsteinPolynomial::get
static Real get(Natural i, Natural n, Real x)
Definition:
bernsteinpolynomial.cpp:26
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib::Natural
unsigned QL_INTEGER Natural
positive integer
Definition:
types.hpp:43
QuantLib
Definition:
any.hpp:35
types.hpp
Custom types.
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