QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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pascaltriangle.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2015 Ferdinando Ametrano
5 Copyright (C) 2015 Paolo Mazzocchi
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
22#include <iterator>
23
24namespace QuantLib {
25
26 std::vector<std::vector<BigNatural> > PascalTriangle::coefficients_;
27
28 const std::vector<BigNatural>& PascalTriangle::get(Size order) {
29 if (coefficients_.empty()) {
30 // order zero mandatory for bootstrap
31 coefficients_.emplace_back(1, 1);
32
33 coefficients_.emplace_back(2, 1);
34 coefficients_.emplace_back(3, 1);
35 coefficients_[2][1] = 2;
36 coefficients_.emplace_back(4, 1);
37 coefficients_[3][1] = coefficients_[3][2] = 3;
38 }
39 while (coefficients_.size()<=order)
40 nextOrder();
41 return coefficients_[order];
42 }
43
45 Size order = coefficients_.size();
46 coefficients_.emplace_back(order + 1);
47 coefficients_[order][0] = coefficients_[order][order] = 1;
48 for (Size i=1; i<order/2+1; ++i) {
49 coefficients_[order][i] = coefficients_[order][order-i] =
50 coefficients_[order-1][i-1] + coefficients_[order-1][i];
51 }
52 }
53
54}
static std::vector< std::vector< BigNatural > > coefficients_
static const std::vector< BigNatural > & get(Size order)
Get and store one vector of coefficients after another.
std::size_t Size
size of a container
Definition: types.hpp:58
Definition: any.hpp:35
Pascal triangle coefficients calculator.