QuantLib: a free/open-source library for quantitative finance
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bernsteinpolynomial.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007 Allen Kuo
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file bernsteinpolynomial.hpp
21 \brief Bernstein polynomials
22*/
23
24#ifndef quantlib_bernstein_polynomial_hpp
25#define quantlib_bernstein_polynomial_hpp
26
27#include <ql/types.hpp>
28
29namespace QuantLib {
30
31 //! class of Bernstein polynomials
32 /*! see definition:
33
34 Weisstein, Eric W. "Bernstein Polynomial." From MathWorld--A
35 Wolfram Web Resource.
36 <http://mathworld.wolfram.com/BernsteinPolynomial.html>
37
38 The Bernstein polynomials \f$ B_{i,n}(x) \f$ are defined as
39
40 \f[
41 B_{i,n}(x) \equiv \left( \begin{array}{c} n \\ i \end{array} \right)
42 x^i (1-x)^{n-i}
43 \f]
44 */
46 public:
47 static Real get(Natural i, Natural n, Real x) ;
48 };
49
50}
51
52
53#endif
54
class of Bernstein polynomials
static Real get(Natural i, Natural n, Real x)
QL_REAL Real
real number
Definition: types.hpp:50
unsigned QL_INTEGER Natural
positive integer
Definition: types.hpp:43
Definition: any.hpp:35
Custom types.