Class ConvexMonotoneImpl

Hierarchy

templateImpl
- ConvexMonotoneImpl

Index

Enumerations

SectionType

Constructors

constructor

Properties

Methods

Constructors

constructor

new ConvexMonotoneImpl(x: Real[], xBegin: Size, xEnd: Size, y: Real[], yBegin: Size, quadraticity: Real, monotonicity: Real, forcePositive: boolean, constantLastPeriod: boolean, preExistingHelpers: Map<Real, SectionHelper>): ConvexMonotoneImpl

- Defined in ql/math/interpolations/convexmonotoneinterpolation.ts:643
Parameters
- x: Real[]
- xBegin: Size
- xEnd: Size
- y: Real[]
- yBegin: Size
- quadraticity: Real
- monotonicity: Real
- forcePositive: boolean
- constantLastPeriod: boolean
- preExistingHelpers: Map<Real, SectionHelper>
Returns ConvexMonotoneImpl

Properties

Private _constantLastPeriod

_constantLastPeriod: boolean

Private _extrapolationHelper

_extrapolationHelper: SectionHelper

Private _forcePositive

_forcePositive: boolean

Private _length

_length: Size

Private _monotonicity

_monotonicity: Real

Private _preSectionHelpers

_preSectionHelpers: Map<Real, SectionHelper>

Private _quadraticity

_quadraticity: Real

Private _sectionHelpers

_sectionHelpers: Map<Real, SectionHelper>

_x

_x: Real[]

_xBegin

_xBegin: Size

_xEnd

_xEnd: Size

_y

_y: Real[]

_yBegin

_yBegin: Size

Methods

derivative

derivative(x: Real): Real

Overrides Impl.derivative
- Defined in ql/math/interpolations/convexmonotoneinterpolation.ts:886
Parameters
- x: Real
Returns Real

getExistingHelpers

getExistingHelpers(): Map<Real, SectionHelper>

- Defined in ql/math/interpolations/convexmonotoneinterpolation.ts:894
Returns Map<Real, SectionHelper>

isInRange

isInRange(x: Real): boolean

Inherited from templateImpl.isInRange

Overrides Impl.isInRange
- Defined in ql/math/interpolation.ts:160
Parameters
- x: Real
Returns boolean

locate

locate(x: Real): Size

Inherited from templateImpl.locate
- Defined in ql/math/interpolation.ts:174
Parameters
- x: Real
Returns Size

primitive

primitive(x: Real): Real

Overrides Impl.primitive
- Defined in ql/math/interpolations/convexmonotoneinterpolation.ts:875
Parameters
- x: Real
Returns Real

secondDerivative

secondDerivative(x: Real): Real

Overrides Impl.secondDerivative
- Defined in ql/math/interpolations/convexmonotoneinterpolation.ts:890
Parameters
- x: Real
Returns Real

tiInit

tiInit(x: Real[], xBegin: Size, xEnd: Size, y: Real[], yBegin: Size, requiredPoints?: Integer): templateImpl

Inherited from templateImpl.tiInit
- Defined in ql/math/interpolation.ts:125
Parameters
- x: Real[]
- xBegin: Size
- xEnd: Size
- y: Real[]
- yBegin: Size
- Default value requiredPoints: Integer = 2
Returns templateImpl

update

update(): void

Overrides Impl.update
- Defined in ql/math/interpolations/convexmonotoneinterpolation.ts:674
Returns void

value1

value1(x: Real): Real

Overrides Impl.value1
- Defined in ql/math/interpolations/convexmonotoneinterpolation.ts:866
Parameters
- x: Real
Returns Real

value2

value2(y: Real[], x: Real): Real

Inherited from Impl.value2
- Defined in ql/math/interpolation.ts:105
Parameters
- y: Real[]
- x: Real
Returns Real

xMax

xMax(): Real

Inherited from templateImpl.xMax

Overrides Impl.xMax
- Defined in ql/math/interpolation.ts:147
Returns Real

xMin

xMin(): Real

Inherited from templateImpl.xMin

Overrides Impl.xMin
- Defined in ql/math/interpolation.ts:143
Returns Real

xValues

xValues(): Real[]

Inherited from templateImpl.xValues

Overrides Impl.xValues
- Defined in ql/math/interpolation.ts:151
Returns Real[]

yValues

yValues(): Real[]

Inherited from templateImpl.yValues

Overrides Impl.yValues
- Defined in ql/math/interpolation.ts:155
Returns Real[]