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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#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 |
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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Implements SectionHelper.
Definition at line 577 of file convexmonotoneinterpolation.hpp.
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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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Definition at line 584 of file convexmonotoneinterpolation.hpp.