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

Abcd interpolation factory and traits More...

#include <abcdinterpolation.hpp>

+ Collaboration diagram for Abcd:

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< EndCriteriaendCriteria_
 
const ext::shared_ptr< OptimizationMethodoptMethod_
 

Detailed Description

Abcd interpolation factory and traits

Definition at line 211 of file abcdinterpolation.hpp.

Constructor & Destructor Documentation

◆ Abcd()

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>() 
)

Definition at line 213 of file abcdinterpolation.hpp.

Member Function Documentation

◆ interpolate()

Interpolation interpolate ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin 
) const

Definition at line 228 of file abcdinterpolation.hpp.

Member Data Documentation

◆ global

const bool global = true
static

Definition at line 237 of file abcdinterpolation.hpp.

◆ a_

Real a_
private

Definition at line 239 of file abcdinterpolation.hpp.

◆ b_

Real b_
private

Definition at line 239 of file abcdinterpolation.hpp.

◆ c_

Real c_
private

Definition at line 239 of file abcdinterpolation.hpp.

◆ d_

Real d_
private

Definition at line 239 of file abcdinterpolation.hpp.

◆ aIsFixed_

bool aIsFixed_
private

Definition at line 240 of file abcdinterpolation.hpp.

◆ bIsFixed_

bool bIsFixed_
private

Definition at line 240 of file abcdinterpolation.hpp.

◆ cIsFixed_

bool cIsFixed_
private

Definition at line 240 of file abcdinterpolation.hpp.

◆ dIsFixed_

bool dIsFixed_
private

Definition at line 240 of file abcdinterpolation.hpp.

◆ vegaWeighted_

bool vegaWeighted_
private

Definition at line 241 of file abcdinterpolation.hpp.

◆ endCriteria_

const ext::shared_ptr<EndCriteria> endCriteria_
private

Definition at line 242 of file abcdinterpolation.hpp.

◆ optMethod_

const ext::shared_ptr<OptimizationMethod> optMethod_
private

Definition at line 243 of file abcdinterpolation.hpp.