QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
math
interpolations
extrapolation.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2004 StatPro Italia srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file extrapolation.hpp
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\brief class-wide extrapolation settings
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*/
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#ifndef quantlib_extrapolation_hpp
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#define quantlib_extrapolation_hpp
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#include <
ql/qldefines.hpp
>
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namespace
QuantLib
{
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//! base class for classes possibly allowing extrapolation
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class
Extrapolator
{
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public
:
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Extrapolator
() =
default
;
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virtual
~Extrapolator
() =
default
;
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//! \name modifiers
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//@{
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//! enable extrapolation in subsequent calls
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void
enableExtrapolation
(
bool
b
=
true
) {
extrapolate_
=
b
; }
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//! disable extrapolation in subsequent calls
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void
disableExtrapolation
(
bool
b
=
true
) {
extrapolate_
= !
b
; }
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//@}
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//! \name inspectors
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//@{
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//! tells whether extrapolation is enabled
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bool
allowsExtrapolation
()
const
{
return
extrapolate_
; }
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//@}
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private
:
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bool
extrapolate_
=
false
;
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};
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}
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#endif
QuantLib::Extrapolator
base class for classes possibly allowing extrapolation
Definition:
extrapolation.hpp:32
QuantLib::Extrapolator::allowsExtrapolation
bool allowsExtrapolation() const
tells whether extrapolation is enabled
Definition:
extrapolation.hpp:46
QuantLib::Extrapolator::~Extrapolator
virtual ~Extrapolator()=default
QuantLib::Extrapolator::extrapolate_
bool extrapolate_
Definition:
extrapolation.hpp:49
QuantLib::Extrapolator::disableExtrapolation
void disableExtrapolation(bool b=true)
disable extrapolation in subsequent calls
Definition:
extrapolation.hpp:41
QuantLib::Extrapolator::Extrapolator
Extrapolator()=default
QuantLib::Extrapolator::enableExtrapolation
void enableExtrapolation(bool b=true)
enable extrapolation in subsequent calls
Definition:
extrapolation.hpp:39
b
ext::function< Real(Real)> b
Definition:
extendedornsteinuhlenbeckprocess.cpp:30
QuantLib
Definition:
any.hpp:35
qldefines.hpp
Global definitions and compiler switches.
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