Interpolation Class Reference

base class for 1-D interpolations. More...

#include <ql/math/interpolation.hpp>

Inheritance diagram for Interpolation:

Collaboration diagram for Interpolation:

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...

Public Attributes
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type

Protected Member Functions
void	checkRange (Real x, bool extrapolate) const

Protected Attributes
ext::shared_ptr< Impl >	impl_

Detailed Description

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.

Warning:

Interpolations don't copy their underlying data; instead, they store iterators through which they access them. This allow them to see changes in the underlying data without having to propagate them manually, but adds the requirement that the lifetime of the underlying data exceeds or equals the lifetime of the interpolation. It is up to the user to ensure this: usually, a class will store as data members both the data and the interpolation (see, e.g., the InterpolatedCurve class) and call the update() method on the latter when the data change.

Definition at line 55 of file interpolation.hpp.

Constructor & Destructor Documentation

Interpolation()

Interpolation ( )

default

~Interpolation()

~Interpolation ( )

overridedefault

Member Function Documentation

empty()

bool empty

(

)

const

Definition at line 132 of file interpolation.hpp.

operator()()

Real operator()	(	Real	x,
		bool	allowExtrapolation = false
	)		const

Definition at line 133 of file interpolation.hpp.

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primitive()

Real primitive	(	Real	x,
		bool	allowExtrapolation = false
	)		const

Definition at line 137 of file interpolation.hpp.

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derivative()

Real derivative	(	Real	x,
		bool	allowExtrapolation = false
	)		const

Definition at line 141 of file interpolation.hpp.

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secondDerivative()

Real secondDerivative	(	Real	x,
		bool	allowExtrapolation = false
	)		const

Definition at line 145 of file interpolation.hpp.

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xMin()

Real xMin

(

)

const

Definition at line 149 of file interpolation.hpp.

xMax()

Real xMax

(

)

const

Definition at line 152 of file interpolation.hpp.

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isInRange()

bool isInRange

(

Real

x

)

const

Definition at line 155 of file interpolation.hpp.

update()

void update

(

)

Definition at line 158 of file interpolation.hpp.

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checkRange()

void checkRange ( Real  x, bool  extrapolate  ) const

protected

Definition at line 162 of file interpolation.hpp.

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Member Data Documentation

argument_type

QL_DEPRECATED typedef Real argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 78 of file interpolation.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 84 of file interpolation.hpp.

impl_

ext::shared_ptr<Impl> impl_

protected

Definition at line 72 of file interpolation.hpp.