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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <abcdinterpolation.hpp>
Inheritance diagram for AbcdCoeffHolder:
Collaboration diagram for AbcdCoeffHolder:Public Member Functions | |
| AbcdCoeffHolder (Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed) | |
| virtual | ~AbcdCoeffHolder ()=default |
Public Attributes | |
| Real | a_ |
| Real | b_ |
| Real | c_ |
| Real | d_ |
| bool | aIsFixed_ = false |
| bool | bIsFixed_ = false |
| bool | cIsFixed_ = false |
| bool | dIsFixed_ = false |
| std::vector< Real > | k_ |
| Real | error_ |
| Real | maxError_ |
| EndCriteria::Type | abcdEndCriteria_ = EndCriteria::None |
Definition at line 42 of file abcdinterpolation.hpp.
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virtualdefault |
| Real a_ |
Definition at line 71 of file abcdinterpolation.hpp.
| Real b_ |
Definition at line 71 of file abcdinterpolation.hpp.
| Real c_ |
Definition at line 71 of file abcdinterpolation.hpp.
| Real d_ |
Definition at line 71 of file abcdinterpolation.hpp.
| bool aIsFixed_ = false |
Definition at line 72 of file abcdinterpolation.hpp.
| bool bIsFixed_ = false |
Definition at line 72 of file abcdinterpolation.hpp.
| bool cIsFixed_ = false |
Definition at line 72 of file abcdinterpolation.hpp.
| bool dIsFixed_ = false |
Definition at line 72 of file abcdinterpolation.hpp.
| std::vector<Real> k_ |
Definition at line 73 of file abcdinterpolation.hpp.
| Real error_ |
Definition at line 74 of file abcdinterpolation.hpp.
| Real maxError_ |
Definition at line 74 of file abcdinterpolation.hpp.
| EndCriteria::Type abcdEndCriteria_ = EndCriteria::None |
Definition at line 75 of file abcdinterpolation.hpp.