PolynomialFunction Class Reference

Cubic functional form More...

#include <ql/math/polynomialmathfunction.hpp>

Public Types
typedef Time	argument_type
typedef Real	result_type

Public Member Functions
	PolynomialFunction (const std::vector< Real > &coeff)
Real	operator() (Time t) const
	function value at time t: More...
Real	derivative (Time t) const
Real	primitive (Time t) const
Real	definiteIntegral (Time t1, Time t2) const
Size	order () const
const std::vector< Real > &	coefficients ()
const std::vector< Real > &	derivativeCoefficients ()
const std::vector< Real > &	primitiveCoefficients ()
std::vector< Real >	definiteIntegralCoefficients (Time t, Time t2) const
std::vector< Real >	definiteDerivativeCoefficients (Time t, Time t2) const

Detailed Description

Cubic functional form

\[ f(t) = \sum_{i=0}^n{c_i t^i} \]

Member Function Documentation

operator()()

Real operator()

(

Time

t

)

const

function value at time t:

\[ f(t) = \sum_{i=0}^n{c_i t^i} \]

derivative()

Real derivative

(

Time

t

)

const

first derivative of the function at time t

\[ f'(t) = \sum_{i=0}^{n-1}{(i+1) c_{i+1} t^i} \]

primitive()

Real primitive

(

Time

t

)

const

indefinite integral of the function at time t

\[ \int f(t)dt = \sum_{i=0}^n{c_i t^{i+1} / (i+1)} + K \]

definiteIntegral()

Real definiteIntegral	(	Time	t1,
		Time	t2
	)		const

definite integral of the function between t1 and t2

\[ \int_{t1}^{t2} f(t)dt \]

order()

Size order

(

)

const

Inspectors

definiteIntegralCoefficients()

std::vector<Real> definiteIntegralCoefficients	(	Time	t,
		Time	t2
	)		const

coefficients of a PolynomialFunction defined as definite integral on a rolling window of length tau, with tau = t2-t

definiteDerivativeCoefficients()

std::vector<Real> definiteDerivativeCoefficients	(	Time	t,
		Time	t2
	)		const

coefficients of a PolynomialFunction defined as definite derivative on a rolling window of length tau, with tau = t2-t