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

#include <lagrangeinterpolation.hpp>

+ Inheritance diagram for LagrangeInterpolation:
+ Collaboration diagram for LagrangeInterpolation:

Public Member Functions

template<class I1 , class I2 >
 LagrangeInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)
 
Real value (const Array &y, Real x) 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

- Protected Member Functions inherited from Interpolation
void checkRange (Real x, bool extrapolate) const
 
- Protected Attributes inherited from Interpolation
ext::shared_ptr< Implimpl_
 

Detailed Description

Warning:
See the Interpolation class for information about the required lifetime of the underlying data.

Definition at line 142 of file lagrangeinterpolation.hpp.

Constructor & Destructor Documentation

◆ LagrangeInterpolation()

LagrangeInterpolation ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin 
)

Definition at line 145 of file lagrangeinterpolation.hpp.

Member Function Documentation

◆ value()

Real value ( const Array y,
Real  x 
) const

Definition at line 153 of file lagrangeinterpolation.hpp.