QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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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
argument_typeInterpolation
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
result_typeInterpolation
rmsError() constAbcdInterpolation
secondDerivative(Real x, bool allowExtrapolation=false) constInterpolation
update()Interpolation
xMax() constInterpolation
xMin() constInterpolation
~Extrapolator()=defaultExtrapolatorvirtual
~Interpolation() override=defaultInterpolation