QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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mixed linear/cubic interpolation factory and traits More...
#include <mixedinterpolation.hpp>
Public Member Functions | |
MixedLinearCubic (Size n, MixedInterpolation::Behavior behavior, 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 = 3 |
mixed linear/cubic interpolation factory and traits
Definition at line 84 of file mixedinterpolation.hpp.
MixedLinearCubic | ( | Size | n, |
MixedInterpolation::Behavior | behavior, | ||
CubicInterpolation::DerivativeApprox | da, | ||
bool | monotonic = true , |
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CubicInterpolation::BoundaryCondition | leftCondition = CubicInterpolation::SecondDerivative , |
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Real | leftConditionValue = 0.0 , |
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CubicInterpolation::BoundaryCondition | rightCondition = CubicInterpolation::SecondDerivative , |
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Real | rightConditionValue = 0.0 |
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Definition at line 86 of file mixedinterpolation.hpp.
Interpolation interpolate | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin | ||
) | const |
Definition at line 100 of file mixedinterpolation.hpp.
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Definition at line 109 of file mixedinterpolation.hpp.
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Definition at line 110 of file mixedinterpolation.hpp.
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Definition at line 112 of file mixedinterpolation.hpp.
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Definition at line 113 of file mixedinterpolation.hpp.
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Definition at line 114 of file mixedinterpolation.hpp.
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Definition at line 115 of file mixedinterpolation.hpp.
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Definition at line 116 of file mixedinterpolation.hpp.
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Definition at line 116 of file mixedinterpolation.hpp.
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Definition at line 117 of file mixedinterpolation.hpp.
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Definition at line 117 of file mixedinterpolation.hpp.