QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <abcdinterpolation.hpp>
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.