Inheritance diagram for CubicInterpolationImpl< I1, I2 >:

Collaboration diagram for CubicInterpolationImpl< I1, I2 >:

Public Member Functions
	CubicInterpolationImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftCondition, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightCondition, Real rightConditionValue)

void	update () override

Real	value (Real x) const override

Real	primitive (Real x) const override

Real	derivative (Real x) const override

Real	secondDerivative (Real x) const override

Public Member Functions inherited from CoefficientHolder
	CoefficientHolder (Size n)

virtual	~CoefficientHolder ()=default

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	cubicInterpolatingPolynomialDerivative (Real a, Real b, Real c, Real d, Real u, Real v, Real w, Real z, Real x) const

Private Attributes
CubicInterpolation::DerivativeApprox	da_

bool	monotonic_

CubicInterpolation::BoundaryCondition	leftType_

CubicInterpolation::BoundaryCondition	rightType_

Real	leftValue_

Real	rightValue_

Array	tmp_

std::vector< Real >	dx_

std::vector< Real >	S_

TridiagonalOperator	L_

Additional Inherited Members
Public Attributes inherited from CoefficientHolder
Size	n_

std::vector< Real >	primitiveConst_

std::vector< Real >	a_

std::vector< Real >	b_

std::vector< Real >	c_

std::vector< bool >	monotonicityAdjustments_

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::CubicInterpolationImpl< I1, I2 >

Definition at line 363 of file cubicinterpolation.hpp.

Constructor & Destructor Documentation

CubicInterpolationImpl	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin,
		CubicInterpolation::DerivativeApprox	da,
		bool	monotonic,
		CubicInterpolation::BoundaryCondition	leftCondition,
		Real	leftConditionValue,
		CubicInterpolation::BoundaryCondition	rightCondition,
		Real	rightConditionValue
	)