QuadraticMinHelper Class Reference

#include <ql/math/interpolations/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.