QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 > Class Template Reference

#include <mixedinterpolation.hpp>

+ Inheritance diagram for MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >:
+ Collaboration diagram for MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >:

Public Member Functions

 MixedInterpolationImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size n, MixedInterpolation::Behavior behavior=MixedInterpolation::ShareRanges, const Interpolator1 &factory1=Interpolator1(), const Interpolator2 &factory2=Interpolator2())
 
void update ()
 
Real value (Real x) const
 
Real primitive (Real x) const
 
Real derivative (Real x) const
 
Real secondDerivative (Real x) const
 
Size switchIndex ()
 
- Public Member Functions inherited from Interpolation::templateImpl< I1, I2 >
 templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const int requiredPoints=2)
 
Real xMin () const override
 
Real xMax () const override
 
std::vector< RealxValues () const override
 
std::vector< RealyValues () const override
 
bool isInRange (Real x) const override
 
- Public Member Functions inherited from Interpolation::Impl
virtual ~Impl ()=default
 
virtual void update ()=0
 
virtual Real xMin () const =0
 
virtual Real xMax () const =0
 
virtual std::vector< RealxValues () const =0
 
virtual std::vector< RealyValues () const =0
 
virtual bool isInRange (Real) const =0
 
virtual Real value (Real) const =0
 
virtual Real primitive (Real) const =0
 
virtual Real derivative (Real) const =0
 
virtual Real secondDerivative (Real) const =0
 

Private Attributes

I1 xBegin2_
 
I2 yBegin2_
 
Size n_
 
Interpolation interpolation1_
 
Interpolation interpolation2_
 

Additional Inherited Members

- Protected Member Functions inherited from Interpolation::templateImpl< I1, I2 >
Size locate (Real x) const
 
- Protected Attributes inherited from Interpolation::templateImpl< I1, I2 >
I1 xBegin_
 
I1 xEnd_
 
I2 yBegin_
 

Detailed Description

template<class I1, class I2, class Interpolator1, class Interpolator2>
class QuantLib::detail::MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 >

Definition at line 209 of file mixedinterpolation.hpp.

Constructor & Destructor Documentation

◆ MixedInterpolationImpl()

MixedInterpolationImpl ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin,
Size  n,
MixedInterpolation::Behavior  behavior = MixedInterpolation::ShareRanges,
const Interpolator1 &  factory1 = Interpolator1(),
const Interpolator2 &  factory2 = Interpolator2() 
)

Definition at line 212 of file mixedinterpolation.hpp.

Member Function Documentation

◆ update()

void update ( )
virtual

Implements Interpolation::Impl.

Definition at line 253 of file mixedinterpolation.hpp.

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◆ value()

Real value ( Real  x) const
virtual

Implements Interpolation::Impl.

Definition at line 257 of file mixedinterpolation.hpp.

◆ primitive()

Real primitive ( Real  x) const
virtual

Implements Interpolation::Impl.

Definition at line 262 of file mixedinterpolation.hpp.

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◆ derivative()

Real derivative ( Real  x) const
virtual

Implements Interpolation::Impl.

Definition at line 269 of file mixedinterpolation.hpp.

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◆ secondDerivative()

Real secondDerivative ( Real  x) const
virtual

Implements Interpolation::Impl.

Definition at line 274 of file mixedinterpolation.hpp.

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◆ switchIndex()

Size switchIndex ( )

Definition at line 279 of file mixedinterpolation.hpp.

Member Data Documentation

◆ xBegin2_

I1 xBegin2_
private

Definition at line 281 of file mixedinterpolation.hpp.

◆ yBegin2_

I2 yBegin2_
private

Definition at line 282 of file mixedinterpolation.hpp.

◆ n_

Size n_
private

Definition at line 283 of file mixedinterpolation.hpp.

◆ interpolation1_

Interpolation interpolation1_
private

Definition at line 284 of file mixedinterpolation.hpp.

◆ interpolation2_

Interpolation interpolation2_
private

Definition at line 284 of file mixedinterpolation.hpp.