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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2007 Allen Kuo
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#include <ql/math/bernsteinpolynomial.hpp>
#include <ql/math/factorial.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
Real BernsteinPolynomial::get(Natural i,
Natural n,
Real x) {
Real coeff = Factorial::get(n) /
(Factorial::get(n-i) * Factorial::get(i));
return coeff * std::pow(x,int(i)) * std::pow(1.0-x, int(n-i));
}
}
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