FlatExtrapolation::FlatExtrapolationImpl Class Reference

Inheritance diagram for FlatExtrapolation::FlatExtrapolationImpl:

Collaboration diagram for FlatExtrapolation::FlatExtrapolationImpl:

Public Member Functions
	FlatExtrapolationImpl (const QuantLib::ext::shared_ptr< Interpolation > &i)
void	update () override
Real	xMin () const override
Real	xMax () const override
std::vector< Real >	xValues () const override
std::vector< Real >	yValues () const override
bool	isInRange (Real x) const override
Real	value (Real x) const override
Real	primitive (Real x) const override
Real	derivative (Real x) const override
Real	secondDerivative (Real x) const override

Private Attributes
const QuantLib::ext::shared_ptr< Interpolation >	i_

Detailed Description

Definition at line 42 of file flatextrapolation.hpp.

Constructor & Destructor Documentation

FlatExtrapolationImpl()

FlatExtrapolationImpl

(

const QuantLib::ext::shared_ptr< Interpolation > &

i

)

Definition at line 45 of file flatextrapolation.hpp.

: i_(i) {}

Member Function Documentation

update()

void update ( )

override

Definition at line 46 of file flatextrapolation.hpp.

{ i_->update(); }

xMin()

Real xMin ( ) const

override

Definition at line 47 of file flatextrapolation.hpp.

{ return i_->xMin(); }

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xMax()

Real xMax ( ) const

override

Definition at line 48 of file flatextrapolation.hpp.

{ return i_->xMax(); }

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xValues()

std::vector< Real > xValues ( ) const

override

Definition at line 49 of file flatextrapolation.hpp.

{ QL_FAIL("not implemented"); }

yValues()

std::vector< Real > yValues ( ) const

override

Definition at line 50 of file flatextrapolation.hpp.

{ QL_FAIL("not implemented"); }

isInRange()

bool isInRange ( Real  x ) const

override

Definition at line 51 of file flatextrapolation.hpp.

{ return i_->isInRange(x); }

value()

Real value ( Real  x ) const

override

Definition at line 52 of file flatextrapolation.hpp.

                                          {
            Real tmp = std::max(std::min(x, i_->xMax()), i_->xMin());
            return i_->operator()(tmp);
        }

primitive()

Real primitive ( Real  x ) const

override

Definition at line 56 of file flatextrapolation.hpp.

                                              {
            if (x >= i_->xMin() && x <= i_->xMax()) {
                return i_->primitive(x);
            }
            if (x < i_->xMin()) {
                return i_->primitive(i_->xMin()) - (i_->xMin() - x);
            } else {
                return i_->primitive(i_->xMax()) + (x - i_->xMax());
            }
        }

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derivative()

Real derivative ( Real  x ) const

override

Definition at line 66 of file flatextrapolation.hpp.

                                               {
            if (x > i_->xMin() && x < i_->xMax()) {
                return i_->derivative(x);
            } else {
                // that is the left derivative for xmin and
                // the right derivative for xmax
                return 0.0;
            }
        }

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secondDerivative()

Real secondDerivative ( Real  x ) const

override

Definition at line 75 of file flatextrapolation.hpp.

                                                     {
            if (x > i_->xMin() && x < i_->xMax()) {
                return i_->secondDerivative(x);
            } else {
                // that is the left derivative for xmin and
                // the right derivative for xmax
                return 0.0;
            }
        }

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Member Data Documentation

i_

const QuantLib::ext::shared_ptr<Interpolation> i_

private

Definition at line 86 of file flatextrapolation.hpp.