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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <convexmonotoneinterpolation.hpp>
Inheritance diagram for ConvexMonotone4Helper:
Collaboration diagram for ConvexMonotone4Helper:Public Member Functions | |
| ConvexMonotone4Helper (Real xPrev, Real xNext, Real gPrev, Real gNext, Real fAverage, Real eta4, Real prevPrimitive) | |
| 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 |
Protected Attributes | |
| Real | xPrev_ |
| Real | xScaling_ |
| Real | gPrev_ |
| Real | gNext_ |
| Real | fAverage_ |
| Real | eta4_ |
| Real | prevPrimitive_ |
| Real | A_ |
Definition at line 354 of file convexmonotoneinterpolation.hpp.
| ConvexMonotone4Helper | ( | Real | xPrev, |
| Real | xNext, | ||
| Real | gPrev, | ||
| Real | gNext, | ||
| Real | fAverage, | ||
| Real | eta4, | ||
| Real | prevPrimitive | ||
| ) |
Definition at line 356 of file convexmonotoneinterpolation.hpp.
Implements SectionHelper.
Reimplemented in ConvexMonotone4MinHelper.
Definition at line 365 of file convexmonotoneinterpolation.hpp.
Here is the caller graph for this function:Implements SectionHelper.
Reimplemented in ConvexMonotone4MinHelper.
Definition at line 374 of file convexmonotoneinterpolation.hpp.
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overridevirtual |
Implements SectionHelper.
Definition at line 387 of file convexmonotoneinterpolation.hpp.
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Definition at line 390 of file convexmonotoneinterpolation.hpp.
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Definition at line 390 of file convexmonotoneinterpolation.hpp.
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Definition at line 390 of file convexmonotoneinterpolation.hpp.
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Definition at line 390 of file convexmonotoneinterpolation.hpp.
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Definition at line 390 of file convexmonotoneinterpolation.hpp.
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Definition at line 390 of file convexmonotoneinterpolation.hpp.
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Definition at line 390 of file convexmonotoneinterpolation.hpp.
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Definition at line 391 of file convexmonotoneinterpolation.hpp.