QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <convexmonotoneinterpolation.hpp>
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_ |
Definition at line 284 of file convexmonotoneinterpolation.hpp.
ConvexMonotone2Helper | ( | Real | xPrev, |
Real | xNext, | ||
Real | gPrev, | ||
Real | gNext, | ||
Real | fAverage, | ||
Real | eta2, | ||
Real | prevPrimitive | ||
) |
Definition at line 286 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 295 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 304 of file convexmonotoneinterpolation.hpp.
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overridevirtual |
Implements SectionHelper.
Definition at line 313 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.