|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
#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_ |
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.
|
overridevirtual |
Implements SectionHelper.
Definition at line 313 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 316 of file convexmonotoneinterpolation.hpp.