QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Static Public Attributes | Private Attributes | List of all members

log-cubic interpolation factory and traits More...

#include <ql/math/interpolations/loginterpolation.hpp>

+ Inheritance diagram for LogCubic:
+ Collaboration diagram for LogCubic:

Public Member Functions

 LogCubic (CubicInterpolation::DerivativeApprox da, bool monotonic=true, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)
 
template<class I1 , class I2 >
Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const
 

Static Public Attributes

static const bool global = true
 
static const Size requiredPoints = 2
 

Private Attributes

CubicInterpolation::DerivativeApprox da_
 
bool monotonic_
 
CubicInterpolation::BoundaryCondition leftType_
 
CubicInterpolation::BoundaryCondition rightType_
 
Real leftValue_
 
Real rightValue_
 

Detailed Description

log-cubic interpolation factory and traits

Definition at line 97 of file loginterpolation.hpp.

Constructor & Destructor Documentation

◆ LogCubic()

LogCubic ( CubicInterpolation::DerivativeApprox  da,
bool  monotonic = true,
CubicInterpolation::BoundaryCondition  leftCondition = CubicInterpolation::SecondDerivative,
Real  leftConditionValue = 0.0,
CubicInterpolation::BoundaryCondition  rightCondition = CubicInterpolation::SecondDerivative,
Real  rightConditionValue = 0.0 
)

Definition at line 99 of file loginterpolation.hpp.

Member Function Documentation

◆ interpolate()

Interpolation interpolate ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin 
) const

Definition at line 111 of file loginterpolation.hpp.

Member Data Documentation

◆ global

const bool global = true
static

Definition at line 118 of file loginterpolation.hpp.

◆ requiredPoints

const Size requiredPoints = 2
static

Definition at line 119 of file loginterpolation.hpp.

◆ da_

Definition at line 121 of file loginterpolation.hpp.

◆ monotonic_

bool monotonic_
private

Definition at line 122 of file loginterpolation.hpp.

◆ leftType_

Definition at line 123 of file loginterpolation.hpp.

◆ rightType_

Definition at line 123 of file loginterpolation.hpp.

◆ leftValue_

Real leftValue_
private

Definition at line 124 of file loginterpolation.hpp.

◆ rightValue_

Real rightValue_
private

Definition at line 124 of file loginterpolation.hpp.