QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
ConvexMonotone3Helper Class Reference

#include <convexmonotoneinterpolation.hpp>

+ Inheritance diagram for ConvexMonotone3Helper:
+ Collaboration diagram for ConvexMonotone3Helper:

Public Member Functions

 ConvexMonotone3Helper (Real xPrev, Real xNext, Real gPrev, Real gNext, Real fAverage, Real eta3, 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 eta3_
 
Real prevPrimitive_
 

Detailed Description

Definition at line 319 of file convexmonotoneinterpolation.hpp.

Constructor & Destructor Documentation

◆ ConvexMonotone3Helper()

ConvexMonotone3Helper ( Real  xPrev,
Real  xNext,
Real  gPrev,
Real  gNext,
Real  fAverage,
Real  eta3,
Real  prevPrimitive 
)

Definition at line 321 of file convexmonotoneinterpolation.hpp.

Member Function Documentation

◆ value()

Real value ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 329 of file convexmonotoneinterpolation.hpp.

◆ primitive()

Real primitive ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 338 of file convexmonotoneinterpolation.hpp.

◆ fNext()

Real fNext ( ) const
overridevirtual

Implements SectionHelper.

Definition at line 348 of file convexmonotoneinterpolation.hpp.

Member Data Documentation

◆ xPrev_

Real xPrev_
private

Definition at line 351 of file convexmonotoneinterpolation.hpp.

◆ xScaling_

Real xScaling_
private

Definition at line 351 of file convexmonotoneinterpolation.hpp.

◆ gPrev_

Real gPrev_
private

Definition at line 351 of file convexmonotoneinterpolation.hpp.

◆ gNext_

Real gNext_
private

Definition at line 351 of file convexmonotoneinterpolation.hpp.

◆ fAverage_

Real fAverage_
private

Definition at line 351 of file convexmonotoneinterpolation.hpp.

◆ eta3_

Real eta3_
private

Definition at line 351 of file convexmonotoneinterpolation.hpp.

◆ prevPrimitive_

Real prevPrimitive_
private

Definition at line 351 of file convexmonotoneinterpolation.hpp.