LagrangeInterpolationImpl< I1, I2 > Class Template Reference

#include <lagrangeinterpolation.hpp>

Inheritance diagram for LagrangeInterpolationImpl< I1, I2 >:

Collaboration diagram for LagrangeInterpolationImpl< I1, I2 >:

Public Member Functions
	LagrangeInterpolationImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)
void	update () override
Real	value (Real x) const override
Real	derivative (Real x) const override
Real	primitive (Real) const override
Real	secondDerivative (Real) const override
Real	value (const Array &y, Real x) const override
Public Member Functions inherited from Interpolation::templateImpl< I1, I2 >
	templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const int requiredPoints=2)
Real	xMin () const override
Real	xMax () const override
std::vector< Real >	xValues () const override
std::vector< Real >	yValues () const override
bool	isInRange (Real x) const override
Public Member Functions inherited from Interpolation::Impl
virtual	~Impl ()=default
virtual void	update ()=0
virtual Real	xMin () const =0
virtual Real	xMax () const =0
virtual std::vector< Real >	xValues () const =0
virtual std::vector< Real >	yValues () const =0
virtual bool	isInRange (Real) const =0
virtual Real	value (Real) const =0
virtual Real	primitive (Real) const =0
virtual Real	derivative (Real) const =0
virtual Real	secondDerivative (Real) const =0
Public Member Functions inherited from UpdatedYInterpolation
virtual	~UpdatedYInterpolation ()=default
virtual Real	value (const Array &yValues, Real x) const =0

Private Member Functions
template<class Iterator >
Real	_value (const Iterator &yBegin, Real x) const

Private Attributes
const Size	n_
Array	lambda_

Additional Inherited Members
Protected Member Functions inherited from Interpolation::templateImpl< I1, I2 >
Size	locate (Real x) const
Protected Attributes inherited from Interpolation::templateImpl< I1, I2 >
I1	xBegin_
I1	xEnd_
I2	yBegin_

Detailed Description

template<class I1, class I2>
class QuantLib::detail::LagrangeInterpolationImpl< I1, I2 >

Definition at line 44 of file lagrangeinterpolation.hpp.

Constructor & Destructor Documentation

LagrangeInterpolationImpl()

LagrangeInterpolationImpl	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin
	)

Definition at line 49 of file lagrangeinterpolation.hpp.

Member Function Documentation

update()

void update ( )

overridevirtual

Implements Interpolation::Impl.

Definition at line 60 of file lagrangeinterpolation.hpp.

value() [1/2]

Real value ( Real  x ) const

overridevirtual

Implements Interpolation::Impl.

Definition at line 75 of file lagrangeinterpolation.hpp.

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derivative()

Real derivative ( Real  x ) const

overridevirtual

Implements Interpolation::Impl.

Definition at line 77 of file lagrangeinterpolation.hpp.

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primitive()

Real primitive ( Real  ) const

overridevirtual

Implements Interpolation::Impl.

Definition at line 102 of file lagrangeinterpolation.hpp.

secondDerivative()

Real secondDerivative ( Real  ) const

overridevirtual

Implements Interpolation::Impl.

Definition at line 106 of file lagrangeinterpolation.hpp.

value() [2/2]

Real value ( const Array &  y, Real  x  ) const

overridevirtual

Implements UpdatedYInterpolation.

Definition at line 111 of file lagrangeinterpolation.hpp.

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_value()

Real _value ( const Iterator &  yBegin, Real  x  ) const

private

Definition at line 115 of file lagrangeinterpolation.hpp.

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Member Data Documentation

n_

const Size n_

private

Definition at line 133 of file lagrangeinterpolation.hpp.

lambda_

Array lambda_

private

Definition at line 134 of file lagrangeinterpolation.hpp.