QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <mixedinterpolation.hpp>
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< Real > | xValues () const override |
std::vector< Real > | yValues () 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< Real > | xValues () const =0 |
virtual std::vector< Real > | yValues () 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_ |
Definition at line 209 of file mixedinterpolation.hpp.
MixedInterpolationImpl | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin, | ||
Size | n, | ||
MixedInterpolation::Behavior | behavior = MixedInterpolation::ShareRanges , |
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const Interpolator1 & | factory1 = Interpolator1() , |
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const Interpolator2 & | factory2 = Interpolator2() |
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) |
Definition at line 212 of file mixedinterpolation.hpp.
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virtual |
Implements Interpolation::Impl.
Definition at line 253 of file mixedinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 257 of file mixedinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 262 of file mixedinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 269 of file mixedinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 274 of file mixedinterpolation.hpp.
Size switchIndex | ( | ) |
Definition at line 279 of file mixedinterpolation.hpp.
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private |
Definition at line 281 of file mixedinterpolation.hpp.
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private |
Definition at line 282 of file mixedinterpolation.hpp.
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private |
Definition at line 283 of file mixedinterpolation.hpp.
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private |
Definition at line 284 of file mixedinterpolation.hpp.
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private |
Definition at line 284 of file mixedinterpolation.hpp.