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
ConvexMonotone2Helper Class Reference

#include <convexmonotoneinterpolation.hpp>

+ Inheritance diagram for ConvexMonotone2Helper:
+ Collaboration diagram for ConvexMonotone2Helper:

Public Member Functions

 ConvexMonotone2Helper (Real xPrev, Real xNext, Real gPrev, Real gNext, Real fAverage, Real eta2, Real prevPrimitive)
 
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 xPrev_
 
Real xScaling_
 
Real gPrev_
 
Real gNext_
 
Real fAverage_
 
Real eta2_
 
Real prevPrimitive_
 

Detailed Description

Definition at line 284 of file convexmonotoneinterpolation.hpp.

Constructor & Destructor Documentation

◆ ConvexMonotone2Helper()

ConvexMonotone2Helper ( Real  xPrev,
Real  xNext,
Real  gPrev,
Real  gNext,
Real  fAverage,
Real  eta2,
Real  prevPrimitive 
)

Definition at line 286 of file convexmonotoneinterpolation.hpp.

Member Function Documentation

◆ value()

Real value ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 295 of file convexmonotoneinterpolation.hpp.

◆ primitive()

Real primitive ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 304 of file convexmonotoneinterpolation.hpp.

◆ fNext()

Real fNext ( ) const
overridevirtual

Implements SectionHelper.

Definition at line 313 of file convexmonotoneinterpolation.hpp.

Member Data Documentation

◆ xPrev_

Real xPrev_
private

Definition at line 316 of file convexmonotoneinterpolation.hpp.

◆ xScaling_

Real xScaling_
private

Definition at line 316 of file convexmonotoneinterpolation.hpp.

◆ gPrev_

Real gPrev_
private

Definition at line 316 of file convexmonotoneinterpolation.hpp.

◆ gNext_

Real gNext_
private

Definition at line 316 of file convexmonotoneinterpolation.hpp.

◆ fAverage_

Real fAverage_
private

Definition at line 316 of file convexmonotoneinterpolation.hpp.

◆ eta2_

Real eta2_
private

Definition at line 316 of file convexmonotoneinterpolation.hpp.

◆ prevPrimitive_

Real prevPrimitive_
private

Definition at line 316 of file convexmonotoneinterpolation.hpp.