QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Abcd interpolation factory and traits More...
#include <abcdinterpolation.hpp>
Public Member Functions | |
Abcd (Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted=false, ext::shared_ptr< EndCriteria > endCriteria=ext::shared_ptr< EndCriteria >(), ext::shared_ptr< OptimizationMethod > optMethod=ext::shared_ptr< OptimizationMethod >()) | |
template<class I1 , class I2 > | |
Interpolation | interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const |
Static Public Attributes | |
static const bool | global = true |
Private Attributes | |
Real | a_ |
Real | b_ |
Real | c_ |
Real | d_ |
bool | aIsFixed_ |
bool | bIsFixed_ |
bool | cIsFixed_ |
bool | dIsFixed_ |
bool | vegaWeighted_ |
const ext::shared_ptr< EndCriteria > | endCriteria_ |
const ext::shared_ptr< OptimizationMethod > | optMethod_ |
Abcd interpolation factory and traits
Definition at line 211 of file abcdinterpolation.hpp.
Abcd | ( | Real | a, |
Real | b, | ||
Real | c, | ||
Real | d, | ||
bool | aIsFixed, | ||
bool | bIsFixed, | ||
bool | cIsFixed, | ||
bool | dIsFixed, | ||
bool | vegaWeighted = false , |
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ext::shared_ptr< EndCriteria > | endCriteria = ext::shared_ptr<EndCriteria>() , |
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ext::shared_ptr< OptimizationMethod > | optMethod = ext::shared_ptr<OptimizationMethod>() |
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) |
Definition at line 213 of file abcdinterpolation.hpp.
Interpolation interpolate | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin | ||
) | const |
Definition at line 228 of file abcdinterpolation.hpp.
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static |
Definition at line 237 of file abcdinterpolation.hpp.
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private |
Definition at line 239 of file abcdinterpolation.hpp.
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Definition at line 239 of file abcdinterpolation.hpp.
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Definition at line 239 of file abcdinterpolation.hpp.
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Definition at line 239 of file abcdinterpolation.hpp.
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Definition at line 240 of file abcdinterpolation.hpp.
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Definition at line 240 of file abcdinterpolation.hpp.
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Definition at line 240 of file abcdinterpolation.hpp.
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Definition at line 240 of file abcdinterpolation.hpp.
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Definition at line 241 of file abcdinterpolation.hpp.
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Definition at line 242 of file abcdinterpolation.hpp.
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Definition at line 243 of file abcdinterpolation.hpp.