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Reference manual - version qle_version
CompiledFormula Class Reference

helper class representing a formula with variables given by an id v More...

#include <qle/math/compiledformula.hpp>

Public Types

enum  Operator {
  none , plus , minus , multiply ,
  divide , max , min , pow ,
  abs , gtZero , geqZero , negate ,
  exp , log
}

Public Member Functions

 CompiledFormula (const Real x)
 CompiledFormula (const Size v)
 CompiledFormula (const CompiledFormula &f)
 CompiledFormula (CompiledFormula &&f)
CompiledFormula & operator= (const CompiledFormula &)
CompiledFormula & operator= (CompiledFormula &&)
template<class I>
Real operator() (I begin, I end) const
Real operator() (const std::vector< Real > &values) const
CompiledFormula & operator+= (const CompiledFormula &)
CompiledFormula & operator-= (const CompiledFormula &)
CompiledFormula & operator*= (const CompiledFormula &)
CompiledFormula & operator/= (const CompiledFormula &)
CompiledFormula operator- () const

Friends

CompiledFormula operator+ (CompiledFormula, const CompiledFormula &)
CompiledFormula operator- (CompiledFormula, const CompiledFormula &)
CompiledFormula operator* (CompiledFormula, const CompiledFormula &)
CompiledFormula operator/ (CompiledFormula, const CompiledFormula &)
CompiledFormula max (CompiledFormula, const CompiledFormula &)
CompiledFormula min (CompiledFormula, const CompiledFormula &)
CompiledFormula pow (CompiledFormula, const CompiledFormula &)
CompiledFormula gtZero (CompiledFormula)
CompiledFormula geqZero (CompiledFormula)
CompiledFormula abs (CompiledFormula)
CompiledFormula exp (CompiledFormula)
CompiledFormula log (CompiledFormula)
CompiledFormula unaryOp (CompiledFormula, Operator op)
CompiledFormula binaryOp (CompiledFormula, const CompiledFormula &, Operator op)

Detailed Description

helper class representing a formula with variables given by an id v