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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2003 RiskMap srl
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.
*/
/*! \file ql/math/functional.hpp
\brief functionals and combinators not included in the STL
*/
#ifndef quantlib_math_functional_hpp
#define quantlib_math_functional_hpp
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <cmath>
#include <utility>
namespace QuantLib {
// functions
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T, class U>
class QL_DEPRECATED constant {
public:
typedef T argument_type;
typedef U result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit constant(const U& u) : u_(u) {}
QL_DEPRECATED_ENABLE_WARNING
U operator()(const T&) const { return u_; }
private:
U u_;
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED identity {
public:
typedef T argument_type;
typedef T result_type;
T operator()(const T& t) const { return t; }
};
template <class T>
inline T squared(T x) { return x * x; }
/*! \deprecated Use squared or a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED square {
public:
typedef T argument_type;
typedef T result_type;
T operator()(const T& t) const { return t*t; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED cube {
public:
typedef T argument_type;
typedef T result_type;
T operator()(const T& t) const { return t*t*t; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED fourth_power {
public:
typedef T argument_type;
typedef T result_type;
T operator()(const T& t) const { T t2 = t*t; return t2*t2; }
};
// a few shortcuts for common binders
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED add {
T y;
public:
typedef T argument_type;
typedef Real result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit add(Real y) : y(y) {}
QL_DEPRECATED_ENABLE_WARNING
Real operator()(T x) const { return x + y; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED subtract {
T y;
public:
typedef T argument_type;
typedef Real result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit subtract(Real y) : y(y) {}
QL_DEPRECATED_ENABLE_WARNING
Real operator()(T x) const { return x - y; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED subtract_from {
T y;
public:
typedef T argument_type;
typedef Real result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit subtract_from(Real y) : y(y) {}
QL_DEPRECATED_ENABLE_WARNING
Real operator()(T x) const { return y - x; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED multiply_by {
T y;
public:
typedef T argument_type;
typedef Real result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit multiply_by(Real y) : y(y) {}
QL_DEPRECATED_ENABLE_WARNING
Real operator()(T x) const { return x * y; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED divide {
T y;
public:
typedef T argument_type;
typedef Real result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit divide(Real y) : y(y) {}
QL_DEPRECATED_ENABLE_WARNING
Real operator()(T x) const { return y / x; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED divide_by {
T y;
public:
typedef T argument_type;
typedef Real result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit divide_by(Real y) : y(y) {}
QL_DEPRECATED_ENABLE_WARNING
Real operator()(T x) const { return x / y; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED less_than {
T y;
public:
typedef T argument_type;
typedef bool result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit less_than(Real y) : y(y) {}
QL_DEPRECATED_ENABLE_WARNING
bool operator()(T x) const { return x < y; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED greater_than {
T y;
public:
typedef T argument_type;
typedef bool result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit greater_than(Real y) : y(y) {}
QL_DEPRECATED_ENABLE_WARNING
bool operator()(T x) const { return x > y; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED greater_or_equal_to {
T y;
public:
typedef T argument_type;
typedef bool result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit greater_or_equal_to(Real y) : y(y) {}
QL_DEPRECATED_ENABLE_WARNING
bool operator()(T x) const { return x >= y; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED not_zero {
public:
typedef T argument_type;
typedef bool result_type;
bool operator()(T x) const { return x != T(); }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED not_null {
T null;
public:
typedef T argument_type;
typedef bool result_type;
QL_DEPRECATED_DISABLE_WARNING
not_null() : null(Null<T>()) {}
QL_DEPRECATED_ENABLE_WARNING
bool operator()(T x) const { return x != null; }
};
// predicates
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
class QL_DEPRECATED everywhere {
public:
typedef Real argument_type;
typedef bool result_type;
bool operator()(Real) const { return true; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
class QL_DEPRECATED nowhere {
public:
typedef Real argument_type;
typedef bool result_type;
bool operator()(Real) const { return false; }
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class T>
class QL_DEPRECATED equal_within {
public:
typedef T first_argument_type;
typedef T second_argument_type;
typedef bool result_type;
QL_DEPRECATED_DISABLE_WARNING
explicit equal_within(const T& eps) : eps_(eps) {}
QL_DEPRECATED_ENABLE_WARNING
bool operator()(const T& a, const T& b) const {
return std::fabs(a-b) <= eps_;
}
private:
const T eps_;
};
// combinators
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class F, class R>
class QL_DEPRECATED clipped_function {
public:
typedef typename F::argument_type argument_type;
typedef typename F::result_type result_type;
QL_DEPRECATED_DISABLE_WARNING
clipped_function(const F& f, const R& r) : f_(f), r_(r) {}
QL_DEPRECATED_ENABLE_WARNING
result_type operator()(const argument_type& x) const {
return r_(x) ? f_(x) : result_type();
}
private:
F f_;
R r_;
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
#if __cplusplus >= 201402L || _MSVC_LANG >= 201402L
template <class F, class R>
QL_DEPRECATED
auto clip(F&& f, R&& r) {
return [f_ = std::forward<F>(f), r_ = std::forward<R>(r)](const auto& x) { return r_(x) ? f_(x) : decltype(f_(x)){}; };
}
#else
QL_DEPRECATED_DISABLE_WARNING
template <class F, class R>
QL_DEPRECATED
clipped_function<F,R> clip(const F& f, const R& r) {
return clipped_function<F,R>(f,r);
}
QL_DEPRECATED_ENABLE_WARNING
#endif
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class F, class G>
class QL_DEPRECATED composed_function {
public:
typedef typename G::argument_type argument_type;
typedef typename F::result_type result_type;
QL_DEPRECATED_DISABLE_WARNING
composed_function(const F& f, G g) : f_(f), g_(std::move(g)) {}
QL_DEPRECATED_ENABLE_WARNING
result_type operator()(const argument_type& x) const {
return f_(g_(x));
}
private:
F f_;
G g_;
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
#if __cplusplus >= 201402L || _MSVC_LANG >= 201402L
template <class F, class G>
QL_DEPRECATED
auto compose(F&& f, G&& g) {
return [f_ = std::forward<F>(f), g_ = std::forward<G>(g)](const auto& x) { return f_(g_(x)); };
}
#else
QL_DEPRECATED_DISABLE_WARNING
template <class F, class G>
QL_DEPRECATED
composed_function<F,G> compose(const F& f, const G& g) {
return composed_function<F,G>(f,g);
}
QL_DEPRECATED_ENABLE_WARNING
#endif
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
template <class F, class G, class H>
class QL_DEPRECATED binary_compose3_function {
public:
typedef typename G::argument_type first_argument_type;
typedef typename H::argument_type second_argument_type;
typedef typename F::result_type result_type;
QL_DEPRECATED_DISABLE_WARNING
binary_compose3_function(const F& f, const G& g, const H& h)
: f_(f), g_(g), h_(h) {}
QL_DEPRECATED_ENABLE_WARNING
result_type operator()(const first_argument_type& x,
const second_argument_type& y) const {
return f_(g_(x), h_(y));
}
private:
F f_;
G g_;
H h_;
};
/*! \deprecated Use a lambda instead.
Deprecated in version 1.27.
*/
#if __cplusplus >= 201402L || _MSVC_LANG >= 201402L
template <class F, class G, class H>
QL_DEPRECATED
auto compose3(F&& f, G&& g, H&& h) {
return [f_ = std::forward<F>(f), g_ = std::forward<G>(g), h_ = std::forward<H>(h)](const auto& x, const auto& y) { return f_(g_(x), h_(y)); };
}
#else
QL_DEPRECATED_DISABLE_WARNING
template <class F, class G, class H> binary_compose3_function<F, G, H>
QL_DEPRECATED
compose3(const F& f, const G& g, const H& h) {
return binary_compose3_function<F, G, H>(f, g, h);
}
QL_DEPRECATED_ENABLE_WARNING
#endif
}
#endif
|
