QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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quadratic.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007 Mark Joshi
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file quadratic.hpp
21 \brief quadratic formula
22*/
23
24#ifndef quantlib_quadratic_hpp
25#define quantlib_quadratic_hpp
26
27#include <ql/types.hpp>
28#include <ql/errors.hpp>
29
30namespace QuantLib
31{
33 {
34 public:
35 quadratic(Real a, Real b, Real c);
36 Real turningPoint() const;
38 Real operator()(Real x) const;
39 Real discriminant() const;
40 // return false if roots not real, and give turning point instead
41 bool roots(Real& x, Real& y) const;
42 private:
44
45 };
46}
47
48#endif
Real valueAtTurningPoint() const
Definition: quadratic.cpp:31
Real turningPoint() const
Definition: quadratic.cpp:27
Real operator()(Real x) const
Definition: quadratic.cpp:35
Real discriminant() const
Definition: quadratic.cpp:39
bool roots(Real &x, Real &y) const
Definition: quadratic.cpp:44
Classes and functions for error handling.
ext::function< Real(Real)> b
QL_REAL Real
real number
Definition: types.hpp:50
Definition: any.hpp:35
Custom types.