Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
AbcdInterpolation Member List

This is the complete list of members for AbcdInterpolation, including all inherited members.

a() constAbcdInterpolation
AbcdInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17, bool aIsFixed=false, bool bIsFixed=false, bool cIsFixed=false, bool dIsFixed=false, bool vegaWeighted=false, const ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::shared_ptr< OptimizationMethod >())AbcdInterpolation
allowsExtrapolation() constExtrapolator
b() constAbcdInterpolation
c() constAbcdInterpolation
checkRange(Real x, bool extrapolate) constInterpolationprotected
coeffs() constAbcdInterpolationprivate
d() constAbcdInterpolation
derivative(Real x, bool allowExtrapolation=false) constInterpolation
disableExtrapolation(bool b=true)Extrapolator
empty() constInterpolation
enableExtrapolation(bool b=true)Extrapolator
endCriteria()AbcdInterpolation
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
impl_Interpolationprotected
Interpolation()=defaultInterpolation
isInRange(Real x) constInterpolation
k() constAbcdInterpolation
k(Time t, const I1 &xBegin, const I1 &xEnd) constAbcdInterpolation
maxError() constAbcdInterpolation
operator()(Real x, bool allowExtrapolation=false) constInterpolation
primitive(Real x, bool allowExtrapolation=false) constInterpolation
rmsError() constAbcdInterpolation
secondDerivative(Real x, bool allowExtrapolation=false) constInterpolation
update()Interpolation
xMax() constInterpolation
xMin() constInterpolation
~Extrapolator()=defaultExtrapolatorvirtual
~Interpolation() override=defaultInterpolation