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Public Member Functions | Protected Attributes | List of all members
ConvexMonotone4Helper Class Reference

#include <ql/math/interpolations/convexmonotoneinterpolation.hpp>

+ Inheritance diagram for ConvexMonotone4Helper:
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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_
 

Detailed Description

Definition at line 354 of file convexmonotoneinterpolation.hpp.

Constructor & Destructor Documentation

◆ ConvexMonotone4Helper()

ConvexMonotone4Helper ( Real  xPrev,
Real  xNext,
Real  gPrev,
Real  gNext,
Real  fAverage,
Real  eta4,
Real  prevPrimitive 
)

Definition at line 356 of file convexmonotoneinterpolation.hpp.

Member Function Documentation

◆ value()

Real value ( Real  x) const
overridevirtual

Implements SectionHelper.

Reimplemented in ConvexMonotone4MinHelper.

Definition at line 365 of file convexmonotoneinterpolation.hpp.

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◆ primitive()

Real primitive ( Real  x) const
overridevirtual

Implements SectionHelper.

Reimplemented in ConvexMonotone4MinHelper.

Definition at line 374 of file convexmonotoneinterpolation.hpp.

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◆ fNext()

Real fNext ( ) const
overridevirtual

Implements SectionHelper.

Definition at line 387 of file convexmonotoneinterpolation.hpp.

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Member Data Documentation

◆ xPrev_

Real xPrev_
protected

Definition at line 390 of file convexmonotoneinterpolation.hpp.

◆ xScaling_

Real xScaling_
protected

Definition at line 390 of file convexmonotoneinterpolation.hpp.

◆ gPrev_

Real gPrev_
protected

Definition at line 390 of file convexmonotoneinterpolation.hpp.

◆ gNext_

Real gNext_
protected

Definition at line 390 of file convexmonotoneinterpolation.hpp.

◆ fAverage_

Real fAverage_
protected

Definition at line 390 of file convexmonotoneinterpolation.hpp.

◆ eta4_

Real eta4_
protected

Definition at line 390 of file convexmonotoneinterpolation.hpp.

◆ prevPrimitive_

Real prevPrimitive_
protected

Definition at line 390 of file convexmonotoneinterpolation.hpp.

◆ A_

Real A_
protected

Definition at line 391 of file convexmonotoneinterpolation.hpp.