QuadraticInterpolation Class Reference

Quadratic interpolation between discrete points More...

#include <qle/math/quadraticinterpolation.hpp>

Inheritance diagram for QuadraticInterpolation:

Collaboration diagram for QuadraticInterpolation:

Public Member Functions
template<class I1 , class I2 >
	QuadraticInterpolation (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

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 quadraticinterpolation.hpp.

Constructor & Destructor Documentation

QuadraticInterpolation()

QuadraticInterpolation	(	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 quadraticinterpolation.hpp.

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

Member Function Documentation

lambdas()

std::vector< Real > lambdas

(

)

const

Definition at line 56 of file quadraticinterpolation.hpp.

                                         {
             ext::shared_ptr<detail::QuadraticInterpolationImpl<I1,I2> > p =
                 ext::dynamic_pointer_cast<
                     detail::QuadraticInterpolationImpl<I1,I2> >(impl_);
             QL_REQUIRE(p, "unable to cast impl to "
                           "QuadraticInterpolationImpl<I1,I2>");
             return p->lambdas();
         }