QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <convexmonotoneinterpolation.hpp>
Public Member Functions | |
EverywhereConstantHelper (Real value, Real prevPrimitive, Real xPrev) | |
Real | value (Real) 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 | value_ |
Real | prevPrimitive_ |
Real | xPrev_ |
Definition at line 268 of file convexmonotoneinterpolation.hpp.
EverywhereConstantHelper | ( | Real | value, |
Real | prevPrimitive, | ||
Real | xPrev | ||
) |
Definition at line 270 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 274 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 275 of file convexmonotoneinterpolation.hpp.
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overridevirtual |
Implements SectionHelper.
Definition at line 276 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 279 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 280 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 281 of file convexmonotoneinterpolation.hpp.