SimpleQuoteVariables Class Reference

#include <globalbootstrapvars.hpp>

Inheritance diagram for SimpleQuoteVariables:

Collaboration diagram for SimpleQuoteVariables:

Public Member Functions
	SimpleQuoteVariables (std::vector< ext::shared_ptr< SimpleQuote > > quotes, std::vector< Real > initialGuesses={}, std::vector< Real > lowerBounds={})
Array	initialize (bool validData) override
void	update (const Array &x) override
Public Member Functions inherited from AdditionalBootstrapVariables
virtual	~AdditionalBootstrapVariables ()=default
virtual Array	initialize (bool validData)=0
virtual void	update (const Array &x)=0

Private Member Functions
Real	transformDirect (Real x, Size i) const
Real	transformInverse (Real x, Size i) const

Private Attributes
std::vector< ext::shared_ptr< SimpleQuote > >	quotes_
std::vector< Real >	initialGuesses_
std::vector< Real >	lowerBounds_

Detailed Description

Definition at line 12 of file globalbootstrapvars.hpp.

Constructor & Destructor Documentation

SimpleQuoteVariables()

SimpleQuoteVariables ( std::vector< ext::shared_ptr< SimpleQuote > >  quotes, std::vector< Real >  initialGuesses = {}, std::vector< Real >  lowerBounds = {}  )

explicit

Definition at line 10 of file globalbootstrapvars.cpp.

Member Function Documentation

initialize()

Array initialize ( bool  validData )

overridevirtual

Implements AdditionalBootstrapVariables.

Definition at line 19 of file globalbootstrapvars.cpp.

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update()

void update ( const Array &  x )

overridevirtual

Implements AdditionalBootstrapVariables.

Definition at line 34 of file globalbootstrapvars.cpp.

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transformDirect()

Real transformDirect ( Real  x, Size  i  ) const

private

Definition at line 40 of file globalbootstrapvars.cpp.

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transformInverse()

Real transformInverse ( Real  x, Size  i  ) const

private

Definition at line 45 of file globalbootstrapvars.cpp.

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Member Data Documentation

quotes_

std::vector<ext::shared_ptr<SimpleQuote> > quotes_

private

Definition at line 26 of file globalbootstrapvars.hpp.

initialGuesses_

std::vector<Real> initialGuesses_

private

Definition at line 27 of file globalbootstrapvars.hpp.

lowerBounds_

std::vector<Real> lowerBounds_

private

Definition at line 27 of file globalbootstrapvars.hpp.