QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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quadratic.cpp
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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
22namespace QuantLib
23{
24
25 quadratic::quadratic(Real a, Real b, Real c) : a_(a), b_(b), c_(c) {}
26
28 return -b_/(2.0*a_);
29 }
30
32 return (*this)(turningPoint());
33 }
34
36 return x*(x*a_+b_)+c_;
37 }
38
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 {
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}
Real valueAtTurningPoint() const
Definition: quadratic.cpp:31
Real turningPoint() const
Definition: quadratic.cpp:27
Real operator()(Real x) const
Definition: quadratic.cpp:35
Real discriminant() const
Definition: quadratic.cpp:39
quadratic(Real a, Real b, Real c)
Definition: quadratic.cpp:25
bool roots(Real &x, Real &y) const
Definition: quadratic.cpp:44
Real a_
Date d
ext::function< Real(Real)> b
QL_REAL Real
real number
Definition: types.hpp:50
const VF_R b_
Definition: any.hpp:35
quadratic formula