QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <cubicinterpolation.hpp>
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 } |
Protected Member Functions inherited from Interpolation | |
void | checkRange (Real x, bool extrapolate) const |
Protected Attributes inherited from Interpolation | |
ext::shared_ptr< Impl > | impl_ |
Definition at line 273 of file cubicinterpolation.hpp.
HarmonicCubic | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin | ||
) |
Definition at line 277 of file cubicinterpolation.hpp.