QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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abstract base class for interpolation implementations More...
#include <interpolation.hpp>
Public Member Functions | |
virtual | ~Impl ()=default |
virtual void | update ()=0 |
virtual Real | xMin () const =0 |
virtual Real | xMax () const =0 |
virtual std::vector< Real > | xValues () const =0 |
virtual std::vector< Real > | yValues () const =0 |
virtual bool | isInRange (Real) const =0 |
virtual Real | value (Real) const =0 |
virtual Real | primitive (Real) const =0 |
virtual Real | derivative (Real) const =0 |
virtual Real | secondDerivative (Real) const =0 |
abstract base class for interpolation implementations
Definition at line 58 of file interpolation.hpp.
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virtualdefault |
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pure virtual |
Implemented in MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >, VannaVolgaInterpolationImpl< I1, I2 >, LinearFlatInterpolationImpl< I1, I2 >, AbcdInterpolationImpl< I1, I2 >, BackwardFlatInterpolationImpl< I1, I2 >, ConvexMonotoneImpl< I1, I2 >, CubicInterpolationImpl< I1, I2 >, ForwardFlatInterpolationImpl< I1, I2 >, KernelInterpolationImpl< I1, I2, Kernel >, LagrangeInterpolationImpl< I1, I2 >, LinearInterpolationImpl< I1, I2 >, LogInterpolationImpl< I1, I2, Interpolator >, and XABRInterpolationImpl< I1, I2, Model >.
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pure virtual |
Implemented in Interpolation::templateImpl< I1, I2 >.
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pure virtual |
Implemented in Interpolation::templateImpl< I1, I2 >.
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pure virtual |
Implemented in Interpolation::templateImpl< I1, I2 >.
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pure virtual |
Implemented in Interpolation::templateImpl< I1, I2 >.
Implemented in Interpolation::templateImpl< I1, I2 >.
Implemented in VannaVolgaInterpolationImpl< I1, I2 >, MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >, LinearFlatInterpolationImpl< I1, I2 >, AbcdInterpolationImpl< I1, I2 >, BackwardFlatInterpolationImpl< I1, I2 >, ConvexMonotoneImpl< I1, I2 >, CubicInterpolationImpl< I1, I2 >, ForwardFlatInterpolationImpl< I1, I2 >, KernelInterpolationImpl< I1, I2, Kernel >, LagrangeInterpolationImpl< I1, I2 >, LinearInterpolationImpl< I1, I2 >, LogInterpolationImpl< I1, I2, Interpolator >, and XABRInterpolationImpl< I1, I2, Model >.
Implemented in MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >, LinearFlatInterpolationImpl< I1, I2 >, BackwardFlatInterpolationImpl< I1, I2 >, ConvexMonotoneImpl< I1, I2 >, CubicInterpolationImpl< I1, I2 >, ForwardFlatInterpolationImpl< I1, I2 >, LinearInterpolationImpl< I1, I2 >, VannaVolgaInterpolationImpl< I1, I2 >, AbcdInterpolationImpl< I1, I2 >, KernelInterpolationImpl< I1, I2, Kernel >, LagrangeInterpolationImpl< I1, I2 >, LogInterpolationImpl< I1, I2, Interpolator >, and XABRInterpolationImpl< I1, I2, Model >.
Implemented in MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >, LinearFlatInterpolationImpl< I1, I2 >, CubicInterpolationImpl< I1, I2 >, LagrangeInterpolationImpl< I1, I2 >, LinearInterpolationImpl< I1, I2 >, LogInterpolationImpl< I1, I2, Interpolator >, VannaVolgaInterpolationImpl< I1, I2 >, AbcdInterpolationImpl< I1, I2 >, BackwardFlatInterpolationImpl< I1, I2 >, ConvexMonotoneImpl< I1, I2 >, ForwardFlatInterpolationImpl< I1, I2 >, KernelInterpolationImpl< I1, I2, Kernel >, and XABRInterpolationImpl< I1, I2, Model >.
Implemented in MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >, CubicInterpolationImpl< I1, I2 >, LogInterpolationImpl< I1, I2, Interpolator >, VannaVolgaInterpolationImpl< I1, I2 >, LinearFlatInterpolationImpl< I1, I2 >, AbcdInterpolationImpl< I1, I2 >, BackwardFlatInterpolationImpl< I1, I2 >, ConvexMonotoneImpl< I1, I2 >, ForwardFlatInterpolationImpl< I1, I2 >, KernelInterpolationImpl< I1, I2, Kernel >, LagrangeInterpolationImpl< I1, I2 >, LinearInterpolationImpl< I1, I2 >, and XABRInterpolationImpl< I1, I2, Model >.