| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
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| 2 | |
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| 3 | /* |
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| 4 | Copyright (C) 2007 Mark Joshi |
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| 5 | |
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| 6 | This file is part of QuantLib, a free-software/open-source library |
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| 7 | for financial quantitative analysts and developers - http://quantlib.org/ |
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| 8 | |
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| 9 | QuantLib is free software: you can redistribute it and/or modify it |
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| 10 | under the terms of the QuantLib license. You should have received a |
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| 11 | copy of the license along with this program; if not, please email |
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| 12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
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| 13 | <http://quantlib.org/license.shtml>. |
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| 14 | |
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| 15 | This program is distributed in the hope that it will be useful, but WITHOUT |
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| 16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
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| 17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
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| 18 | */ |
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| 19 | |
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| 20 | #include <ql/math/quadratic.hpp> |
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| 21 | |
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| 22 | namespace QuantLib |
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| 23 | { |
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| 24 | |
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| 25 | quadratic::quadratic(Real a, Real b, Real c) : a_(a), b_(b), c_(c) {} |
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| 26 | |
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| 27 | Real quadratic::turningPoint() const { |
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| 28 | return -b_/(2.0*a_); |
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| 29 | } |
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| 30 | |
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| 31 | Real quadratic::valueAtTurningPoint() const { |
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| 32 | return (*this)(turningPoint()); |
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| 33 | } |
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| 34 | |
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| 35 | Real quadratic::operator()(Real x) const { |
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| 36 | return x*(x*a_+b_)+c_; |
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| 37 | } |
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| 38 | |
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| 39 | Real quadratic::discriminant() const { |
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| 40 | return b_*b_-4*a_*c_; |
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| 41 | } |
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| 42 | |
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| 43 | // return false if roots not real, and give turning point instead |
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| 44 | bool quadratic::roots(Real& x, Real& y) const { |
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| 45 | Real d = discriminant(); |
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| 46 | if (d<0) { |
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| 47 | x = y = turningPoint(); |
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| 48 | return false; |
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| 49 | } |
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| 50 | d = std::sqrt(x: d); |
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| 51 | x = (-b_ - d)/(2*a_); |
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| 52 | y = (-b_ + d)/(2*a_); |
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| 53 | return true; |
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| 54 | |
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| 55 | } |
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| 56 | } |
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| 57 | |
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