QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | List of all members
HarmonicCubic Class Reference

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

+ Inheritance diagram for HarmonicCubic:
+ Collaboration diagram for HarmonicCubic:

Public Member Functions

template<class I1 , class I2 >
 HarmonicCubic (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)
 
- Public Member Functions inherited from CubicInterpolation
template<class I1 , class I2 >
 CubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftCond, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightCond, Real rightConditionValue)
 
const std::vector< Real > & primitiveConstants () const
 
const std::vector< Real > & aCoefficients () const
 
const std::vector< Real > & bCoefficients () const
 
const std::vector< Real > & cCoefficients () const
 
const std::vector< bool > & monotonicityAdjustments () const
 
- Public Member Functions inherited from Interpolation
 Interpolation ()=default
 
 ~Interpolation () override=default
 
bool empty () const
 
Real operator() (Real x, bool allowExtrapolation=false) const
 
Real primitive (Real x, bool allowExtrapolation=false) const
 
Real derivative (Real x, bool allowExtrapolation=false) const
 
Real secondDerivative (Real x, bool allowExtrapolation=false) const
 
Real xMin () const
 
Real xMax () const
 
bool isInRange (Real x) const
 
void update ()
 
- Public Member Functions inherited from Extrapolator
 Extrapolator ()=default
 
virtual ~Extrapolator ()=default
 
void enableExtrapolation (bool b=true)
 enable extrapolation in subsequent calls More...
 
void disableExtrapolation (bool b=true)
 disable extrapolation in subsequent calls More...
 
bool allowsExtrapolation () const
 tells whether extrapolation is enabled More...
 

Additional Inherited Members

- Public Types inherited from CubicInterpolation
enum  DerivativeApprox {
  Spline , SplineOM1 , SplineOM2 , FourthOrder ,
  Parabolic , FritschButland , Akima , Kruger ,
  Harmonic
}
 
enum  BoundaryCondition {
  NotAKnot , FirstDerivative , SecondDerivative , Periodic ,
  Lagrange
}
 
- Public Attributes inherited from Interpolation
QL_DEPRECATED typedef Real argument_type
 
QL_DEPRECATED typedef Real result_type
 
- Protected Member Functions inherited from Interpolation
void checkRange (Real x, bool extrapolate) const
 
- Protected Attributes inherited from Interpolation
ext::shared_ptr< Implimpl_
 

Detailed Description

Definition at line 273 of file cubicinterpolation.hpp.

Constructor & Destructor Documentation

◆ HarmonicCubic()

HarmonicCubic ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin 
)
Precondition
the \( x \) values must be sorted.

Definition at line 277 of file cubicinterpolation.hpp.