QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <cubicinterpolation.hpp>
Public Member Functions | |
CoefficientHolder (Size n) | |
virtual | ~CoefficientHolder ()=default |
Public Attributes | |
Size | n_ |
std::vector< Real > | primitiveConst_ |
std::vector< Real > | a_ |
std::vector< Real > | b_ |
std::vector< Real > | c_ |
std::vector< bool > | monotonicityAdjustments_ |
Definition at line 41 of file cubicinterpolation.hpp.
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explicit |
Definition at line 43 of file cubicinterpolation.hpp.
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virtualdefault |
Size n_ |
Definition at line 47 of file cubicinterpolation.hpp.
std::vector<Real> primitiveConst_ |
Definition at line 52 of file cubicinterpolation.hpp.
std::vector<Real> a_ |
Definition at line 52 of file cubicinterpolation.hpp.
std::vector<Real> b_ |
Definition at line 52 of file cubicinterpolation.hpp.
std::vector<Real> c_ |
Definition at line 52 of file cubicinterpolation.hpp.
std::vector<bool> monotonicityAdjustments_ |
Definition at line 53 of file cubicinterpolation.hpp.