QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
base class for 1-D interpolations. More...
#include <interpolation.hpp>
Classes | |
class | Impl |
abstract base class for interpolation implementations More... | |
class | templateImpl |
basic template implementation More... | |
Public Member Functions | |
Interpolation ()=default | |
~Interpolation () override=default | |
bool | empty () const |
Real | operator() (Real x, bool allowExtrapolation=false) const |
Real | primitive (Real x, bool allowExtrapolation=false) const |
Real | derivative (Real x, bool allowExtrapolation=false) const |
Real | secondDerivative (Real x, bool allowExtrapolation=false) const |
Real | xMin () const |
Real | xMax () const |
bool | isInRange (Real x) const |
void | update () |
Public Member Functions inherited from Extrapolator | |
Extrapolator ()=default | |
virtual | ~Extrapolator ()=default |
void | enableExtrapolation (bool b=true) |
enable extrapolation in subsequent calls More... | |
void | disableExtrapolation (bool b=true) |
disable extrapolation in subsequent calls More... | |
bool | allowsExtrapolation () const |
tells whether extrapolation is enabled More... | |
Protected Member Functions | |
void | checkRange (Real x, bool extrapolate) const |
Protected Attributes | |
ext::shared_ptr< Impl > | impl_ |
base class for 1-D interpolations.
Classes derived from this class will provide interpolated values from two sequences of equal length, representing discretized values of a variable and a function of the former, respectively.
Definition at line 55 of file interpolation.hpp.
|
default |
|
overridedefault |
bool empty | ( | ) | const |
Definition at line 120 of file interpolation.hpp.
Definition at line 125 of file interpolation.hpp.
Definition at line 129 of file interpolation.hpp.
Definition at line 133 of file interpolation.hpp.
Real xMin | ( | ) | const |
Definition at line 137 of file interpolation.hpp.
Real xMax | ( | ) | const |
Definition at line 143 of file interpolation.hpp.
void update | ( | ) |
Definition at line 150 of file interpolation.hpp.
|
protected |
Definition at line 72 of file interpolation.hpp.