QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <convexmonotoneinterpolation.hpp>
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.
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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protected |
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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protected |
Definition at line 390 of file convexmonotoneinterpolation.hpp.
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Definition at line 391 of file convexmonotoneinterpolation.hpp.