QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
CoefficientHolder Class Reference

#include <cubicinterpolation.hpp>

+ Inheritance diagram for CoefficientHolder:
+ Collaboration diagram for CoefficientHolder:

Public Member Functions

 CoefficientHolder (Size n)
 
virtual ~CoefficientHolder ()=default
 

Public Attributes

Size n_
 
std::vector< RealprimitiveConst_
 
std::vector< Reala_
 
std::vector< Realb_
 
std::vector< Realc_
 
std::vector< boolmonotonicityAdjustments_
 

Detailed Description

Definition at line 41 of file cubicinterpolation.hpp.

Constructor & Destructor Documentation

◆ CoefficientHolder()

CoefficientHolder ( Size  n)
explicit

Definition at line 43 of file cubicinterpolation.hpp.

◆ ~CoefficientHolder()

virtual ~CoefficientHolder ( )
virtualdefault

Member Data Documentation

◆ n_

Size n_

Definition at line 47 of file cubicinterpolation.hpp.

◆ primitiveConst_

std::vector<Real> primitiveConst_

Definition at line 52 of file cubicinterpolation.hpp.

◆ a_

std::vector<Real> a_

Definition at line 52 of file cubicinterpolation.hpp.

◆ b_

std::vector<Real> b_

Definition at line 52 of file cubicinterpolation.hpp.

◆ c_

std::vector<Real> c_

Definition at line 52 of file cubicinterpolation.hpp.

◆ monotonicityAdjustments_

std::vector<bool> monotonicityAdjustments_

Definition at line 53 of file cubicinterpolation.hpp.