QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <linearinterpolation.hpp>
Public Member Functions | |
LinearInterpolationImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) | |
void | update () override |
Real | value (Real x) const override |
Real | primitive (Real x) const override |
Real | derivative (Real x) const override |
Real | secondDerivative (Real) const override |
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 | |
std::vector< Real > | primitiveConst_ |
std::vector< Real > | s_ |
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 71 of file linearinterpolation.hpp.
LinearInterpolationImpl | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin | ||
) |
Definition at line 74 of file linearinterpolation.hpp.
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overridevirtual |
Implements Interpolation::Impl.
Definition at line 79 of file linearinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 88 of file linearinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 92 of file linearinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 98 of file linearinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 102 of file linearinterpolation.hpp.
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private |
Definition at line 105 of file linearinterpolation.hpp.
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private |
Definition at line 105 of file linearinterpolation.hpp.