QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
ql
math
quadratic.cpp
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
Copyright (C) 2007 Mark Joshi
5
6
This file is part of QuantLib, a free-software/open-source library
7
for financial quantitative analysts and developers - http://quantlib.org/
8
9
QuantLib is free software: you can redistribute it and/or modify it
10
under the terms of the QuantLib license. You should have received a
11
copy of the license along with this program; if not, please email
12
<quantlib-dev@lists.sf.net>. The license is also available online at
13
<http://quantlib.org/license.shtml>.
14
15
This program is distributed in the hope that it will be useful, but WITHOUT
16
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17
FOR A PARTICULAR PURPOSE. See the license for more details.
18
*/
19
20
#include <ql/math/quadratic.hpp>
21
22
namespace
QuantLib
23
{
24
25
quadratic::quadratic
(
Real
a,
Real
b,
Real
c) : a_(a), b_(b), c_(c) {}
26
27
Real
quadratic::turningPoint
()
const
{
28
return
-
b_
/(2.0*
a_
);
29
}
30
31
Real
quadratic::valueAtTurningPoint
()
const
{
32
return
(*
this
)(
turningPoint
());
33
}
34
35
Real
quadratic::operator()
(
Real
x)
const
{
36
return
x*(x*
a_
+
b_
)+
c_
;
37
}
38
39
Real
quadratic::discriminant
()
const
{
40
return
b_
*
b_
-4*
a_
*
c_
;
41
}
42
43
// return false if roots not real, and give turning point instead
44
bool
quadratic::roots
(
Real
& x,
Real
& y)
const
{
45
Real
d =
discriminant
();
46
if
(d<0) {
47
x = y =
turningPoint
();
48
return
false
;
49
}
50
d = std::sqrt(d);
51
x = (-
b_
- d)/(2*
a_
);
52
y = (-
b_
+ d)/(2*
a_
);
53
return
true
;
54
55
}
56
}
QuantLib::quadratic::c_
Real c_
Definition:
quadratic.hpp:43
QuantLib::quadratic::b_
Real b_
Definition:
quadratic.hpp:43
QuantLib::quadratic::a_
Real a_
Definition:
quadratic.hpp:43
QuantLib::quadratic::valueAtTurningPoint
Real valueAtTurningPoint() const
Definition:
quadratic.cpp:31
QuantLib::quadratic::turningPoint
Real turningPoint() const
Definition:
quadratic.cpp:27
QuantLib::quadratic::operator()
Real operator()(Real x) const
Definition:
quadratic.cpp:35
QuantLib::quadratic::discriminant
Real discriminant() const
Definition:
quadratic.cpp:39
QuantLib::quadratic::quadratic
quadratic(Real a, Real b, Real c)
Definition:
quadratic.cpp:25
QuantLib::quadratic::roots
bool roots(Real &x, Real &y) const
Definition:
quadratic.cpp:44
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib
Definition:
any.hpp:35
Generated by
Doxygen
1.9.5