// Returns the normal vector at t
QLineF KCubicBezier::normalVectorAt(qreal t) const
{
const QPointF point = pointAt(t);
const QPointF delta = deltaAt(t);
return QLineF(point, point + delta).normalVector();
}
// Returns the slope at t (dy / dx)
qreal KCubicBezier::slopeAt(qreal t) const
{
const QPointF delta = deltaAt(t);
return qFuzzyIsNull(delta.x()) ?
(delta.y() < 0 ? -1 : 1) : delta.y() / delta.x();
}
Real FdmHestonSolver::meanVarianceDeltaAt(Real s, Real v) const {
calculate();
const Real x = std::log(s);
const Real alpha = process_->rho()*process_->sigma()/s;
return deltaAt(s, v) + alpha*interpolation_->derivativeY(x, v);
}
