LogQuadraticInterpolation Class Reference

log-quadratic interpolation between discrete points More...

#include <qle/math/logquadraticinterpolation.hpp>

Inheritance diagram for LogQuadraticInterpolation:

Collaboration diagram for LogQuadraticInterpolation:

Public Member Functions
template<class I1 , class I2 >
	LogQuadraticInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real x_mul=1, Real x_offset=0, Real y_mul=1, Real y_offset=0, Size skip=0)
template<class I1 , class I2 >
std::vector< Real >	lambdas () const

Detailed Description

log-quadratic interpolation between discrete points

Warning:

See the Interpolation class for information about the required lifetime of the underlying data.

Definition at line 40 of file logquadraticinterpolation.hpp.

Constructor & Destructor Documentation

LogQuadraticInterpolation()

LogQuadraticInterpolation	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin,
		Real	x_mul = 1,
		Real	x_offset = 0,
		Real	y_mul = 1,
		Real	y_offset = 0,
		Size	skip = 0
	)

Precondition

the \( x \) values must be sorted.

Definition at line 44 of file logquadraticinterpolation.hpp.

                                                  {
             impl_ = ext::shared_ptr<Interpolation::Impl>(new
                 QuantExt::detail::LogInterpolationImpl<I1, I2, Quadratic>(
                     xBegin, xEnd, yBegin,
                     Quadratic(x_mul, x_offset, y_mul, y_offset, skip)));
             impl_->update(); 
         }

Member Function Documentation

lambdas()

std::vector< Real > lambdas

(

)

const

Definition at line 56 of file logquadraticinterpolation.hpp.

                                         {
             typedef QuantExt::detail::LogInterpolationImpl<I1,I2,Quadratic>
                 Impl;
             ext::shared_ptr<Impl> p =
                 ext::dynamic_pointer_cast<Impl>(impl_);
             QL_REQUIRE(p, "unable to cast impl to "
                           "LogInterpolationImpl<I1,I2,Quadratic>");
 
             ext::shared_ptr<QuadraticInterpolation> p2 =
                 ext::dynamic_pointer_cast<QuadraticInterpolation>(
                     p->interpolation());
             QL_REQUIRE(p2, "unable to cast interpolation to "
                            "QuadraticInterpolation");
 
             return p2->lambdas<I1,I2>();
         }

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