/src/quantlib/ql/math/bernsteinpolynomial.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2007 Allen Kuo |
5 | | |
6 | | This file is part of QuantLib, a free-software/open-source library |
7 | | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | | |
9 | | QuantLib is free software: you can redistribute it and/or modify it |
10 | | under the terms of the QuantLib license. You should have received a |
11 | | copy of the license along with this program; if not, please email |
12 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | | <https://www.quantlib.org/license.shtml>. |
14 | | |
15 | | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | | */ |
19 | | |
20 | | #include <ql/math/bernsteinpolynomial.hpp> |
21 | | #include <ql/math/factorial.hpp> |
22 | | #include <ql/errors.hpp> |
23 | | |
24 | | namespace QuantLib { |
25 | | |
26 | | Real BernsteinPolynomial::get(Natural i, |
27 | | Natural n, |
28 | 0 | Real x) { |
29 | |
|
30 | 0 | Real coeff = Factorial::get(n) / |
31 | 0 | (Factorial::get(n-i) * Factorial::get(i)); |
32 | |
|
33 | 0 | return coeff * std::pow(x,int(i)) * std::pow(1.0-x, int(n-i)); |
34 | 0 | } |
35 | | |
36 | | } |
37 | | |