#include <ql/math/interpolations/kernelinterpolation.hpp>
Inheritance diagram for KernelInterpolationImpl< I1, I2, Kernel >:
Collaboration diagram for KernelInterpolationImpl< I1, I2, Kernel >:
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_ |
Detailed Description
class QuantLib::detail::KernelInterpolationImpl< I1, I2, Kernel >
Definition at line 37 of file kernelinterpolation.hpp.
Constructor & Destructor Documentation
◆ KernelInterpolationImpl()
| KernelInterpolationImpl | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin, | ||
| Kernel | kernel, | ||
| const Real | epsilon | ||
| ) |
Definition at line 40 of file kernelinterpolation.hpp.
Member Function Documentation
◆ update()
|
overridevirtual |
Implements Interpolation::Impl.
Definition at line 49 of file kernelinterpolation.hpp.
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◆ value()
Implements Interpolation::Impl.
Definition at line 51 of file kernelinterpolation.hpp.
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◆ primitive()
Implements Interpolation::Impl.
Definition at line 62 of file kernelinterpolation.hpp.
◆ derivative()
Implements Interpolation::Impl.
Definition at line 67 of file kernelinterpolation.hpp.
◆ secondDerivative()
Implements Interpolation::Impl.
Definition at line 72 of file kernelinterpolation.hpp.
◆ kernelAbs()
◆ gammaFunc()
Definition at line 83 of file kernelinterpolation.hpp.
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◆ updateAlphaVec()
|
private |
Definition at line 93 of file kernelinterpolation.hpp.
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Member Data Documentation
◆ xSize_
|
private |
Definition at line 124 of file kernelinterpolation.hpp.
◆ invPrec_
|
private |
Definition at line 125 of file kernelinterpolation.hpp.
◆ M_
|
private |
Definition at line 126 of file kernelinterpolation.hpp.
◆ alphaVec_
|
private |
Definition at line 127 of file kernelinterpolation.hpp.
◆ yVec_
|
private |
Definition at line 127 of file kernelinterpolation.hpp.
◆ kernel_
|
private |
Definition at line 128 of file kernelinterpolation.hpp.