QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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extrapolation.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2004 StatPro Italia srl
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20/*! \file extrapolation.hpp
21 \brief class-wide extrapolation settings
22*/
23
24#ifndef quantlib_extrapolation_hpp
25#define quantlib_extrapolation_hpp
26
27#include <ql/qldefines.hpp>
28
29namespace QuantLib {
30
31 //! base class for classes possibly allowing extrapolation
33 public:
34 Extrapolator() = default;
35 virtual ~Extrapolator() = default;
36 //! \name modifiers
37 //@{
38 //! enable extrapolation in subsequent calls
39 void enableExtrapolation(bool b = true) { extrapolate_ = b; }
40 //! disable extrapolation in subsequent calls
41 void disableExtrapolation(bool b = true) { extrapolate_ = !b; }
42 //@}
43 //! \name inspectors
44 //@{
45 //! tells whether extrapolation is enabled
46 bool allowsExtrapolation() const { return extrapolate_; }
47 //@}
48 private:
49 bool extrapolate_ = false;
50 };
51
52}
53
54
55#endif
base class for classes possibly allowing extrapolation
bool allowsExtrapolation() const
tells whether extrapolation is enabled
virtual ~Extrapolator()=default
void disableExtrapolation(bool b=true)
disable extrapolation in subsequent calls
void enableExtrapolation(bool b=true)
enable extrapolation in subsequent calls
ext::function< Real(Real)> b
Definition: any.hpp:35
Global definitions and compiler switches.