QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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N-dimensional cubic spline interpolation between discrete points. More...
#include <multicubicspline.hpp>
Public Types | |
typedef c_splint::argument_type | argument_type |
typedef c_splint::result_type | result_type |
typedef c_splint::data_table | data_table |
typedef c_splint::return_type | return_type |
typedef c_splint::output_data | output_data |
typedef c_splint::dimensions | dimensions |
typedef c_splint::data | data |
Public Member Functions | |
MultiCubicSpline (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false)) | |
result_type | operator() (const argument_type &x) const |
void | set_shared_increments () const |
void | set_shared_coefficients (const argument_type &x) const |
Private Types | |
typedef detail::Int2Type< i >::c_spline | c_spline |
typedef detail::Int2Type< i >::c_splint | c_splint |
Private Attributes | |
const SplineGrid & | grid_ |
const data_table & | y_ |
const std::vector< bool > & | ae_ |
return_type | a_ |
return_type | b_ |
return_type | a2_ |
return_type | b2_ |
output_data | v_ |
output_data | v1_ |
output_data | v2_ |
result_type | res_ |
dimensions | i_ |
data | d_ |
data | d2_ |
data_table | y2_ |
N-dimensional cubic spline interpolation between discrete points.
Definition at line 466 of file multicubicspline.hpp.
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Definition at line 467 of file multicubicspline.hpp.
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Definition at line 468 of file multicubicspline.hpp.
typedef c_splint::argument_type argument_type |
Definition at line 470 of file multicubicspline.hpp.
typedef c_splint::result_type result_type |
Definition at line 471 of file multicubicspline.hpp.
typedef c_splint::data_table data_table |
Definition at line 472 of file multicubicspline.hpp.
typedef c_splint::return_type return_type |
Definition at line 473 of file multicubicspline.hpp.
typedef c_splint::output_data output_data |
Definition at line 474 of file multicubicspline.hpp.
typedef c_splint::dimensions dimensions |
Definition at line 475 of file multicubicspline.hpp.
typedef c_splint::data data |
Definition at line 476 of file multicubicspline.hpp.
MultiCubicSpline | ( | const SplineGrid & | grid, |
const data_table & | y, | ||
const std::vector< bool > & | ae = std::vector<bool>(20, false) |
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result_type operator() | ( | const argument_type & | x | ) | const |
void set_shared_increments |
void set_shared_coefficients | ( | const argument_type & | x | ) | const |
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Definition at line 494 of file multicubicspline.hpp.
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Definition at line 495 of file multicubicspline.hpp.
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Definition at line 496 of file multicubicspline.hpp.
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mutableprivate |
Definition at line 497 of file multicubicspline.hpp.
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Definition at line 497 of file multicubicspline.hpp.
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Definition at line 497 of file multicubicspline.hpp.
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private |
Definition at line 497 of file multicubicspline.hpp.
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mutableprivate |
Definition at line 498 of file multicubicspline.hpp.
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Definition at line 498 of file multicubicspline.hpp.
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Definition at line 498 of file multicubicspline.hpp.
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mutableprivate |
Definition at line 499 of file multicubicspline.hpp.
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mutableprivate |
Definition at line 500 of file multicubicspline.hpp.
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mutableprivate |
Definition at line 501 of file multicubicspline.hpp.
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Definition at line 501 of file multicubicspline.hpp.
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mutableprivate |
Definition at line 502 of file multicubicspline.hpp.