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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2007 Mark Joshi
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/quadratic.hpp>
namespace QuantLib
{
quadratic::quadratic(Real a, Real b, Real c) : a_(a), b_(b), c_(c) {}
Real quadratic::turningPoint() const {
return -b_/(2.0*a_);
}
Real quadratic::valueAtTurningPoint() const {
return (*this)(turningPoint());
}
Real quadratic::operator()(Real x) const {
return x*(x*a_+b_)+c_;
}
Real quadratic::discriminant() const {
return b_*b_-4*a_*c_;
}
// return false if roots not real, and give turning point instead
bool quadratic::roots(Real& x, Real& y) const {
Real d = discriminant();
if (d<0) {
x = y = turningPoint();
return false;
}
d = std::sqrt(d);
x = (-b_ - d)/(2*a_);
y = (-b_ + d)/(2*a_);
return true;
}
}
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