QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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log-cubic interpolation factory and traits More...
#include <loginterpolation.hpp>
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 |
log-cubic interpolation factory and traits
Definition at line 270 of file loginterpolation.hpp.
LogMixedLinearCubic | ( | const Size | n, |
MixedInterpolation::Behavior | behavior, | ||
CubicInterpolation::DerivativeApprox | da, | ||
bool | monotonic = true , |
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CubicInterpolation::BoundaryCondition | leftCondition = CubicInterpolation::SecondDerivative , |
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Real | leftConditionValue = 0.0 , |
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CubicInterpolation::BoundaryCondition | rightCondition = CubicInterpolation::SecondDerivative , |
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Real | rightConditionValue = 0.0 |
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Definition at line 272 of file loginterpolation.hpp.
Interpolation interpolate | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin | ||
) | const |
Definition at line 286 of file loginterpolation.hpp.
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Definition at line 294 of file loginterpolation.hpp.
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Definition at line 295 of file loginterpolation.hpp.
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Definition at line 297 of file loginterpolation.hpp.
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Definition at line 298 of file loginterpolation.hpp.
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Definition at line 299 of file loginterpolation.hpp.
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Definition at line 300 of file loginterpolation.hpp.
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Definition at line 301 of file loginterpolation.hpp.
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Definition at line 301 of file loginterpolation.hpp.
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Definition at line 302 of file loginterpolation.hpp.
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Definition at line 302 of file loginterpolation.hpp.