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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 EverywhereConstantHelper:
Collaboration diagram for EverywhereConstantHelper: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.