Cubic functional form More...
#include <ql/math/polynomialmathfunction.hpp>
Inherits unary_function< Time, Real >.
Public Member Functions | |
| PolynomialFunction (const std::vector< Real > &coeff) | |
| Real | operator() (Time t) const |
| function value at time t: \[ f(t) = \sum_{i=0}^n{c_i t^i} \] | |
| 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 |
Cubic functional form
\[ f(t) = \sum_{i=0}^n{c_i t^i} \]
first derivative of the function at time t
\[ f'(t) = \sum_{i=0}^{n-1}{(i+1) c_{i+1} t^i} \]
indefinite integral of the function at time t
\[ \int f(t)dt = \sum_{i=0}^n{c_i t^{i+1} / (i+1)} + K \]
definite integral of the function between t1 and t2
\[ \int_{t1}^{t2} f(t)dt \]
| Size order | ( | ) | const |
Inspectors
coefficients of a PolynomialFunction defined as definite integral on a rolling window of length tau, with tau = t2-t
coefficients of a PolynomialFunction defined as definite derivative on a rolling window of length tau, with tau = t2-t