QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
math
quadratic.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2007 Mark Joshi
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file quadratic.hpp
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\brief quadratic formula
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*/
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#ifndef quantlib_quadratic_hpp
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#define quantlib_quadratic_hpp
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#include <
ql/types.hpp
>
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#include <
ql/errors.hpp
>
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namespace
QuantLib
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{
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class
quadratic
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{
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public
:
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quadratic
(
Real
a,
Real
b
,
Real
c);
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Real
turningPoint
()
const
;
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Real
valueAtTurningPoint
()
const
;
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Real
operator()
(
Real
x)
const
;
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Real
discriminant
()
const
;
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// return false if roots not real, and give turning point instead
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bool
roots
(
Real
& x,
Real
&
y
)
const
;
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private
:
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Real
a_
,
b_
,
c_
;
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};
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}
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#endif
y
Real y
Definition:
andreasenhugevolatilityinterpl.cpp:46
QuantLib::quadratic
Definition:
quadratic.hpp:33
QuantLib::quadratic::c_
Real c_
Definition:
quadratic.hpp:43
QuantLib::quadratic::b_
Real b_
Definition:
quadratic.hpp:43
QuantLib::quadratic::a_
Real a_
Definition:
quadratic.hpp:43
QuantLib::quadratic::valueAtTurningPoint
Real valueAtTurningPoint() const
Definition:
quadratic.cpp:31
QuantLib::quadratic::turningPoint
Real turningPoint() const
Definition:
quadratic.cpp:27
QuantLib::quadratic::operator()
Real operator()(Real x) const
Definition:
quadratic.cpp:35
QuantLib::quadratic::discriminant
Real discriminant() const
Definition:
quadratic.cpp:39
QuantLib::quadratic::roots
bool roots(Real &x, Real &y) const
Definition:
quadratic.cpp:44
errors.hpp
Classes and functions for error handling.
b
ext::function< Real(Real)> b
Definition:
extendedornsteinuhlenbeckprocess.cpp:30
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib
Definition:
any.hpp:35
types.hpp
Custom types.
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