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
LogMixedLinearCubic Class Reference

log-cubic interpolation factory and traits More...

#include <loginterpolation.hpp>

+ Inheritance diagram for LogMixedLinearCubic:
+ Collaboration diagram for LogMixedLinearCubic:

Public Member Functions

 LogMixedLinearCubic (const Size n, MixedInterpolation::Behavior behavior, CubicInterpolation::DerivativeApprox da, bool monotonic=true, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)
 
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
 
static const Size requiredPoints = 3
 

Private Attributes

Size n_
 
MixedInterpolation::Behavior behavior_
 
CubicInterpolation::DerivativeApprox da_
 
bool monotonic_
 
CubicInterpolation::BoundaryCondition leftType_
 
CubicInterpolation::BoundaryCondition rightType_
 
Real leftValue_
 
Real rightValue_
 

Detailed Description

log-cubic interpolation factory and traits

Definition at line 270 of file loginterpolation.hpp.

Constructor & Destructor Documentation

◆ LogMixedLinearCubic()

Definition at line 272 of file loginterpolation.hpp.

Member Function Documentation

◆ interpolate()

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

Definition at line 286 of file loginterpolation.hpp.

Member Data Documentation

◆ global

const bool global = true
static

Definition at line 294 of file loginterpolation.hpp.

◆ requiredPoints

const Size requiredPoints = 3
static

Definition at line 295 of file loginterpolation.hpp.

◆ n_

Size n_
private

Definition at line 297 of file loginterpolation.hpp.

◆ behavior_

MixedInterpolation::Behavior behavior_
private

Definition at line 298 of file loginterpolation.hpp.

◆ da_

Definition at line 299 of file loginterpolation.hpp.

◆ monotonic_

bool monotonic_
private

Definition at line 300 of file loginterpolation.hpp.

◆ leftType_

Definition at line 301 of file loginterpolation.hpp.

◆ rightType_

Definition at line 301 of file loginterpolation.hpp.

◆ leftValue_

Real leftValue_
private

Definition at line 302 of file loginterpolation.hpp.

◆ rightValue_

Real rightValue_
private

Definition at line 302 of file loginterpolation.hpp.