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

#include <convexmonotoneinterpolation.hpp>

+ Inheritance diagram for QuadraticMinHelper:
+ Collaboration diagram for QuadraticMinHelper:

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
 

Detailed Description

Definition at line 513 of file convexmonotoneinterpolation.hpp.

Constructor & Destructor Documentation

◆ QuadraticMinHelper()

QuadraticMinHelper ( Real  xPrev,
Real  xNext,
Real  fPrev,
Real  fNext,
Real  fAverage,
Real  prevPrimitive 
)

Definition at line 515 of file convexmonotoneinterpolation.hpp.

Member Function Documentation

◆ value()

Real value ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 548 of file convexmonotoneinterpolation.hpp.

◆ primitive()

Real primitive ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 563 of file convexmonotoneinterpolation.hpp.

◆ fNext()

Real fNext ( ) const
overridevirtual

Implements SectionHelper.

Definition at line 577 of file convexmonotoneinterpolation.hpp.

Member Data Documentation

◆ splitRegion_

bool splitRegion_ = false
private

Definition at line 580 of file convexmonotoneinterpolation.hpp.

◆ x1_

Real x1_
private

Definition at line 581 of file convexmonotoneinterpolation.hpp.

◆ x2_

Real x2_
private

Definition at line 581 of file convexmonotoneinterpolation.hpp.

◆ x3_

Real x3_
private

Definition at line 581 of file convexmonotoneinterpolation.hpp.

◆ x4_

Real x4_
private

Definition at line 581 of file convexmonotoneinterpolation.hpp.

◆ a_

Real a_
private

Definition at line 582 of file convexmonotoneinterpolation.hpp.

◆ b_

Real b_
private

Definition at line 582 of file convexmonotoneinterpolation.hpp.

◆ c_

Real c_
private

Definition at line 582 of file convexmonotoneinterpolation.hpp.

◆ primitive1_

Real primitive1_
private

Definition at line 583 of file convexmonotoneinterpolation.hpp.

◆ primitive2_

Real primitive2_
private

Definition at line 583 of file convexmonotoneinterpolation.hpp.

◆ fAverage_

Real fAverage_
private

Definition at line 584 of file convexmonotoneinterpolation.hpp.

◆ fPrev_

Real fPrev_
private

Definition at line 584 of file convexmonotoneinterpolation.hpp.

◆ fNext_

Real fNext_
private

Definition at line 584 of file convexmonotoneinterpolation.hpp.

◆ xScaling_

Real xScaling_
private

Definition at line 584 of file convexmonotoneinterpolation.hpp.

◆ xRatio_

Real xRatio_ = 1.0
private

Definition at line 584 of file convexmonotoneinterpolation.hpp.