QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | Private Attributes | List of all members
EverywhereConstantHelper Class Reference

#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_
 

Detailed Description

Definition at line 268 of file convexmonotoneinterpolation.hpp.

Constructor & Destructor Documentation

◆ EverywhereConstantHelper()

EverywhereConstantHelper ( Real  value,
Real  prevPrimitive,
Real  xPrev 
)

Definition at line 270 of file convexmonotoneinterpolation.hpp.

Member Function Documentation

◆ value()

Real value ( Real  ) const
overridevirtual

Implements SectionHelper.

Definition at line 274 of file convexmonotoneinterpolation.hpp.

◆ primitive()

Real primitive ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 275 of file convexmonotoneinterpolation.hpp.

◆ fNext()

Real fNext ( ) const
overridevirtual

Implements SectionHelper.

Definition at line 276 of file convexmonotoneinterpolation.hpp.

Member Data Documentation

◆ value_

Real value_
private

Definition at line 279 of file convexmonotoneinterpolation.hpp.

◆ prevPrimitive_

Real prevPrimitive_
private

Definition at line 280 of file convexmonotoneinterpolation.hpp.

◆ xPrev_

Real xPrev_
private

Definition at line 281 of file convexmonotoneinterpolation.hpp.