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 | |
QuadraticMinHelper (Real xPrev, Real xNext, Real fPrev, Real fNext, Real fAverage, Real prevPrimitive) | |
Real | value (Real x) 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 | |
bool | splitRegion_ = false |
Real | x1_ |
Real | x2_ |
Real | x3_ |
Real | x4_ |
Real | a_ |
Real | b_ |
Real | c_ |
Real | primitive1_ |
Real | primitive2_ |
Real | fAverage_ |
Real | fPrev_ |
Real | fNext_ |
Real | xScaling_ |
Real | xRatio_ = 1.0 |
Definition at line 513 of file convexmonotoneinterpolation.hpp.
QuadraticMinHelper | ( | Real | xPrev, |
Real | xNext, | ||
Real | fPrev, | ||
Real | fNext, | ||
Real | fAverage, | ||
Real | prevPrimitive | ||
) |
Definition at line 515 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 548 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 563 of file convexmonotoneinterpolation.hpp.
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overridevirtual |
Implements SectionHelper.
Definition at line 577 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 580 of file convexmonotoneinterpolation.hpp.
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Definition at line 581 of file convexmonotoneinterpolation.hpp.
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Definition at line 581 of file convexmonotoneinterpolation.hpp.
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Definition at line 581 of file convexmonotoneinterpolation.hpp.
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Definition at line 581 of file convexmonotoneinterpolation.hpp.
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Definition at line 582 of file convexmonotoneinterpolation.hpp.
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Definition at line 582 of file convexmonotoneinterpolation.hpp.
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Definition at line 582 of file convexmonotoneinterpolation.hpp.
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Definition at line 583 of file convexmonotoneinterpolation.hpp.
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Definition at line 583 of file convexmonotoneinterpolation.hpp.
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Definition at line 584 of file convexmonotoneinterpolation.hpp.
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Definition at line 584 of file convexmonotoneinterpolation.hpp.
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Definition at line 584 of file convexmonotoneinterpolation.hpp.
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Definition at line 584 of file convexmonotoneinterpolation.hpp.
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private |
Definition at line 584 of file convexmonotoneinterpolation.hpp.