QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Static Public Attributes | Private Attributes | List of all members
MixedLinearCubic Class Reference

mixed linear/cubic interpolation factory and traits More...

#include <mixedinterpolation.hpp>

+ Collaboration diagram for MixedLinearCubic:

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
 

Private Attributes

Size n_
 
MixedInterpolation::Behavior behavior_
 
CubicInterpolation::DerivativeApprox da_
 
bool monotonic_
 
CubicInterpolation::BoundaryCondition leftType_
 
CubicInterpolation::BoundaryCondition rightType_
 
Real leftValue_
 
Real rightValue_
 

Detailed Description

mixed linear/cubic interpolation factory and traits

Definition at line 84 of file mixedinterpolation.hpp.

Constructor & Destructor Documentation

◆ MixedLinearCubic()

Definition at line 86 of file mixedinterpolation.hpp.

Member Function Documentation

◆ interpolate()

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

Definition at line 100 of file mixedinterpolation.hpp.

Member Data Documentation

◆ global

const bool global = true
static

Definition at line 109 of file mixedinterpolation.hpp.

◆ requiredPoints

const Size requiredPoints = 3
static

Definition at line 110 of file mixedinterpolation.hpp.

◆ n_

Size n_
private

Definition at line 112 of file mixedinterpolation.hpp.

◆ behavior_

MixedInterpolation::Behavior behavior_
private

Definition at line 113 of file mixedinterpolation.hpp.

◆ da_

Definition at line 114 of file mixedinterpolation.hpp.

◆ monotonic_

bool monotonic_
private

Definition at line 115 of file mixedinterpolation.hpp.

◆ leftType_

Definition at line 116 of file mixedinterpolation.hpp.

◆ rightType_

Definition at line 116 of file mixedinterpolation.hpp.

◆ leftValue_

Real leftValue_
private

Definition at line 117 of file mixedinterpolation.hpp.

◆ rightValue_

Real rightValue_
private

Definition at line 117 of file mixedinterpolation.hpp.