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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 <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_ |
Definition at line 319 of file convexmonotoneinterpolation.hpp.
| ConvexMonotone3Helper | ( | Real | xPrev, |
| Real | xNext, | ||
| Real | gPrev, | ||
| Real | gNext, | ||
| Real | fAverage, | ||
| Real | eta3, | ||
| Real | prevPrimitive | ||
| ) |
Definition at line 321 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 329 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 338 of file convexmonotoneinterpolation.hpp.
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overridevirtual |
Implements SectionHelper.
Definition at line 348 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 351 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 351 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 351 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 351 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 351 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 351 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 351 of file convexmonotoneinterpolation.hpp.