QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
ComboHelper Class Reference

#include <convexmonotoneinterpolation.hpp>

+ Inheritance diagram for ComboHelper:
+ Collaboration diagram for ComboHelper:

Public Member Functions

 ComboHelper (ext::shared_ptr< SectionHelper > &quadraticHelper, ext::shared_ptr< SectionHelper > &convMonoHelper, Real quadraticity)
 
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

Real quadraticity_
 
ext::shared_ptr< SectionHelperquadraticHelper_
 
ext::shared_ptr< SectionHelperconvMonoHelper_
 

Detailed Description

Definition at line 241 of file convexmonotoneinterpolation.hpp.

Constructor & Destructor Documentation

◆ ComboHelper()

ComboHelper ( ext::shared_ptr< SectionHelper > &  quadraticHelper,
ext::shared_ptr< SectionHelper > &  convMonoHelper,
Real  quadraticity 
)

Definition at line 243 of file convexmonotoneinterpolation.hpp.

Member Function Documentation

◆ value()

Real value ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 252 of file convexmonotoneinterpolation.hpp.

◆ primitive()

Real primitive ( Real  x) const
overridevirtual

Implements SectionHelper.

Definition at line 255 of file convexmonotoneinterpolation.hpp.

◆ fNext()

Real fNext ( ) const
overridevirtual

Implements SectionHelper.

Definition at line 258 of file convexmonotoneinterpolation.hpp.

Member Data Documentation

◆ quadraticity_

Real quadraticity_
private

Definition at line 263 of file convexmonotoneinterpolation.hpp.

◆ quadraticHelper_

ext::shared_ptr<SectionHelper> quadraticHelper_
private

Definition at line 264 of file convexmonotoneinterpolation.hpp.

◆ convMonoHelper_

ext::shared_ptr<SectionHelper> convMonoHelper_
private

Definition at line 265 of file convexmonotoneinterpolation.hpp.