/usr/include/ql/math/bernsteinpolynomial.hpp is in libquantlib0-dev 1.1-2build1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2007 Allen Kuo
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.
*/
/*! \file bernsteinpolynomial.hpp
\brief Bernstein polynomials
*/
#ifndef quantlib_bernstein_polynomial_hpp
#define quantlib_bernstein_polynomial_hpp
#include <ql/types.hpp>
namespace QuantLib {
//! class of Bernstein polynomials
/*! see definition:
Weisstein, Eric W. "Bernstein Polynomial." From MathWorld--A
Wolfram Web Resource.
<http://mathworld.wolfram.com/BernsteinPolynomial.html>
The Bernstein polynomials \f$ B_{i,n}(x) \f$ are defined as
\f[
B_{i,n}(x) \equiv \left( \begin{array}{c} n \\ i \end{array} \right)
x^i (1-x)^{n-i}
\f]
*/
class BernsteinPolynomial {
public:
static Real get(Natural i, Natural n, Real x) ;
};
}
#endif
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