QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <kernelinterpolation.hpp>
Public Member Functions | |
KernelInterpolationImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Kernel kernel, const Real epsilon) | |
void | update () override |
Real | value (Real x) const override |
Real | primitive (Real) const override |
Real | derivative (Real) const override |
Real | secondDerivative (Real) 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 |
Private Member Functions | |
Real | kernelAbs (Real x1, Real x2) const |
Real | gammaFunc (Real x) const |
void | updateAlphaVec () |
Private Attributes | |
Size | xSize_ |
Real | invPrec_ |
Matrix | M_ |
Array | alphaVec_ |
Array | yVec_ |
Kernel | kernel_ |
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_ |
Definition at line 37 of file kernelinterpolation.hpp.
KernelInterpolationImpl | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin, | ||
Kernel | kernel, | ||
const Real | epsilon | ||
) |
Definition at line 40 of file kernelinterpolation.hpp.
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overridevirtual |
Implements Interpolation::Impl.
Definition at line 49 of file kernelinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 51 of file kernelinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 62 of file kernelinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 67 of file kernelinterpolation.hpp.
Implements Interpolation::Impl.
Definition at line 72 of file kernelinterpolation.hpp.
Definition at line 83 of file kernelinterpolation.hpp.
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private |
Definition at line 93 of file kernelinterpolation.hpp.
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private |
Definition at line 124 of file kernelinterpolation.hpp.
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private |
Definition at line 125 of file kernelinterpolation.hpp.
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private |
Definition at line 126 of file kernelinterpolation.hpp.
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private |
Definition at line 127 of file kernelinterpolation.hpp.
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private |
Definition at line 127 of file kernelinterpolation.hpp.
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private |
Definition at line 128 of file kernelinterpolation.hpp.