QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
QuadraticHelper Class Reference

#include <convexmonotoneinterpolation.hpp>

+ Inheritance diagram for QuadraticHelper:
+ Collaboration diagram for QuadraticHelper:

Public Member Functions

 QuadraticHelper (Real xPrev, Real xNext, Real fPrev, Real fNext, Real fAverage, 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 xNext_
 
Real fPrev_
 
Real fNext_
 
Real fAverage_
 
Real prevPrimitive_
 
Real xScaling_
 
Real a_
 
Real b_
 
Real c_
 

Detailed Description

Definition at line 481 of file convexmonotoneinterpolation.hpp.

Constructor & Destructor Documentation

◆ QuadraticHelper()

QuadraticHelper ( Real  xPrev,
Real  xNext,
Real  fPrev,
Real  fNext,
Real  fAverage,
Real  prevPrimitive 
)

Definition at line 483 of file convexmonotoneinterpolation.hpp.

Member Function Documentation

◆ value()

Real value ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 496 of file convexmonotoneinterpolation.hpp.

◆ primitive()

Real primitive ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 501 of file convexmonotoneinterpolation.hpp.

◆ fNext()

Real fNext ( ) const
overridevirtual

Implements SectionHelper.

Definition at line 506 of file convexmonotoneinterpolation.hpp.

Member Data Documentation

◆ xPrev_

Real xPrev_
private

Definition at line 509 of file convexmonotoneinterpolation.hpp.

◆ xNext_

Real xNext_
private

Definition at line 509 of file convexmonotoneinterpolation.hpp.

◆ fPrev_

Real fPrev_
private

Definition at line 509 of file convexmonotoneinterpolation.hpp.

◆ fNext_

Real fNext_
private

Definition at line 509 of file convexmonotoneinterpolation.hpp.

◆ fAverage_

Real fAverage_
private

Definition at line 509 of file convexmonotoneinterpolation.hpp.

◆ prevPrimitive_

Real prevPrimitive_
private

Definition at line 509 of file convexmonotoneinterpolation.hpp.

◆ xScaling_

Real xScaling_
private

Definition at line 510 of file convexmonotoneinterpolation.hpp.

◆ a_

Real a_
private

Definition at line 510 of file convexmonotoneinterpolation.hpp.

◆ b_

Real b_
private

Definition at line 510 of file convexmonotoneinterpolation.hpp.

◆ c_

Real c_
private

Definition at line 510 of file convexmonotoneinterpolation.hpp.