PolynomialFunction Class Reference

Cubic functional form More...

#include <ql/math/polynomialmathfunction.hpp>

Collaboration diagram for PolynomialFunction:

Public Member Functions
	PolynomialFunction (const std::vector< Real > &coeff)
Real	operator() (Time t) const
	function value at time t: More...
Real	derivative (Time t) const
Real	primitive (Time t) const
Real	definiteIntegral (Time t1, Time t2) const
Size	order () const
const std::vector< Real > &	coefficients ()
const std::vector< Real > &	derivativeCoefficients ()
const std::vector< Real > &	primitiveCoefficients ()
std::vector< Real >	definiteIntegralCoefficients (Time t, Time t2) const
std::vector< Real >	definiteDerivativeCoefficients (Time t, Time t2) const

Public Attributes
QL_DEPRECATED typedef Time	argument_type
QL_DEPRECATED typedef Real	result_type

Private Member Functions
void	initializeEqs_ (Time t, Time t2) const

Private Attributes
Size	order_
std::vector< Real >	c_
std::vector< Real >	derC_
std::vector< Real >	prC_
Real	K_
Matrix	eqs_

Detailed Description

Cubic functional form

\[ f(t) = \sum_{i=0}^n{c_i t^i} \]

Definition at line 32 of file polynomialmathfunction.hpp.

Constructor & Destructor Documentation

PolynomialFunction()

PolynomialFunction

(

const std::vector< Real > &

coeff

)

Definition at line 26 of file polynomialmathfunction.cpp.

Member Function Documentation

operator()()

Real operator()

(

Time

t

)

const

function value at time t:

\[ f(t) = \sum_{i=0}^n{c_i t^i} \]

Definition at line 44 of file polynomialmathfunction.cpp.

derivative()

Real derivative

(

Time

t

)

const

first derivative of the function at time t

\[ f'(t) = \sum_{i=0}^{n-1}{(i+1) c_{i+1} t^i} \]

Definition at line 53 of file polynomialmathfunction.cpp.

primitive()

Real primitive

(

Time

t

)

const

indefinite integral of the function at time t

\[ \int f(t)dt = \sum_{i=0}^n{c_i t^{i+1} / (i+1)} + K \]

Definition at line 62 of file polynomialmathfunction.cpp.

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definiteIntegral()

Real definiteIntegral	(	Time	t1,
		Time	t2
	)		const

definite integral of the function between t1 and t2

\[ \int_{t1}^{t2} f(t)dt \]

Definition at line 71 of file polynomialmathfunction.cpp.

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order()

Size order

(

)

const

Inspectors

Definition at line 66 of file polynomialmathfunction.hpp.

coefficients()

const std::vector< Real > & coefficients

(

)

Definition at line 67 of file polynomialmathfunction.hpp.

derivativeCoefficients()

const std::vector< Real > & derivativeCoefficients

(

)

Definition at line 68 of file polynomialmathfunction.hpp.

primitiveCoefficients()

const std::vector< Real > & primitiveCoefficients

(

)

Definition at line 69 of file polynomialmathfunction.hpp.

definiteIntegralCoefficients()

std::vector< Real > definiteIntegralCoefficients	(	Time	t,
		Time	t2
	)		const

coefficients of a PolynomialFunction defined as definite integral on a rolling window of length tau, with tau = t2-t

Definition at line 90 of file polynomialmathfunction.cpp.

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definiteDerivativeCoefficients()

std::vector< Real > definiteDerivativeCoefficients	(	Time	t,
		Time	t2
	)		const

coefficients of a PolynomialFunction defined as definite derivative on a rolling window of length tau, with tau = t2-t

Definition at line 100 of file polynomialmathfunction.cpp.

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initializeEqs_()

void initializeEqs_ ( Time  t, Time  t2  ) const

private

Definition at line 76 of file polynomialmathfunction.cpp.

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Member Data Documentation

argument_type

QL_DEPRECATED typedef Time argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 39 of file polynomialmathfunction.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 45 of file polynomialmathfunction.hpp.

order_

Size order_

private

Definition at line 82 of file polynomialmathfunction.hpp.

c_

std::vector<Real> c_

private

Definition at line 83 of file polynomialmathfunction.hpp.

derC_

std::vector<Real> derC_

private

Definition at line 83 of file polynomialmathfunction.hpp.

prC_

std::vector<Real> prC_

private

Definition at line 83 of file polynomialmathfunction.hpp.

K_

Real K_

private

Definition at line 84 of file polynomialmathfunction.hpp.

eqs_

Matrix eqs_

mutableprivate

Definition at line 85 of file polynomialmathfunction.hpp.