QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
#include <convexmonotoneinterpolation.hpp>
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< SectionHelper > | quadraticHelper_ |
ext::shared_ptr< SectionHelper > | convMonoHelper_ |
Definition at line 241 of file convexmonotoneinterpolation.hpp.
ComboHelper | ( | ext::shared_ptr< SectionHelper > & | quadraticHelper, |
ext::shared_ptr< SectionHelper > & | convMonoHelper, | ||
Real | quadraticity | ||
) |
Definition at line 243 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 252 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Definition at line 255 of file convexmonotoneinterpolation.hpp.
|
overridevirtual |
Implements SectionHelper.
Definition at line 258 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 263 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 264 of file convexmonotoneinterpolation.hpp.
|
private |
Definition at line 265 of file convexmonotoneinterpolation.hpp.