QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
math
bernsteinpolynomial.cpp
Go to the documentation of this file.
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2007 Allen Kuo
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <
ql/math/bernsteinpolynomial.hpp
>
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#include <
ql/math/factorial.hpp
>
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#include <
ql/errors.hpp
>
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namespace
QuantLib
{
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Real
BernsteinPolynomial::get
(
Natural
i,
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Natural
n
,
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Real
x) {
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Real
coeff =
Factorial::get
(
n
) /
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(
Factorial::get
(
n
-i) *
Factorial::get
(i));
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return
coeff * std::pow(x,
int
(i)) * std::pow(1.0-x,
int
(
n
-i));
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}
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}
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n
Size n
Definition:
andreasenhugevolatilityinterpl.cpp:47
bernsteinpolynomial.hpp
Bernstein polynomials.
QuantLib::BernsteinPolynomial::get
static Real get(Natural i, Natural n, Real x)
Definition:
bernsteinpolynomial.cpp:26
QuantLib::Factorial::get
static Real get(Natural n)
Definition:
factorial.cpp:50
errors.hpp
Classes and functions for error handling.
factorial.hpp
Factorial numbers calculator.
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib::Natural
unsigned QL_INTEGER Natural
positive integer
Definition:
types.hpp:43
QuantLib
Definition:
any.hpp:35
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