#include <ql/math/interpolations/abcdinterpolation.hpp>
Inheritance diagram for AbcdInterpolationImpl< I1, I2 >:
Collaboration diagram for AbcdInterpolationImpl< I1, I2 >:
Public Member Functions | |
| AbcdInterpolationImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted, ext::shared_ptr< EndCriteria > endCriteria, ext::shared_ptr< OptimizationMethod > optMethod) | |
| void | update () override |
| Real | value (Real x) const override |
| Real | primitive (Real) const override |
| Real | derivative (Real) const override |
| Real | secondDerivative (Real) const override |
| Real | k (Time t) const |
| 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 |
| Public Member Functions inherited from AbcdCoeffHolder | |
| AbcdCoeffHolder (Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed) | |
| virtual | ~AbcdCoeffHolder ()=default |
Private Attributes | |
| const ext::shared_ptr< EndCriteria > | endCriteria_ |
| const ext::shared_ptr< OptimizationMethod > | optMethod_ |
| bool | vegaWeighted_ |
| ext::shared_ptr< AbcdCalibration > | abcdCalibrator_ |
Additional Inherited Members | |
| Public Attributes inherited from AbcdCoeffHolder | |
| Real | a_ |
| Real | b_ |
| Real | c_ |
| Real | d_ |
| bool | aIsFixed_ = false |
| bool | bIsFixed_ = false |
| bool | cIsFixed_ = false |
| bool | dIsFixed_ = false |
| std::vector< Real > | k_ |
| Real | error_ |
| Real | maxError_ |
| EndCriteria::Type | abcdEndCriteria_ = EndCriteria::None |
| 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::AbcdInterpolationImpl< I1, I2 >
Definition at line 79 of file abcdinterpolation.hpp.
Constructor & Destructor Documentation
◆ AbcdInterpolationImpl()
| AbcdInterpolationImpl | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin, | ||
| Real | a, | ||
| Real | b, | ||
| Real | c, | ||
| Real | d, | ||
| bool | aIsFixed, | ||
| bool | bIsFixed, | ||
| bool | cIsFixed, | ||
| bool | dIsFixed, | ||
| bool | vegaWeighted, | ||
| ext::shared_ptr< EndCriteria > | endCriteria, | ||
| ext::shared_ptr< OptimizationMethod > | optMethod | ||
| ) |
Definition at line 82 of file abcdinterpolation.hpp.
Member Function Documentation
◆ update()
|
overridevirtual |
Implements Interpolation::Impl.
Definition at line 101 of file abcdinterpolation.hpp.
◆ value()
Implements Interpolation::Impl.
Definition at line 127 of file abcdinterpolation.hpp.
◆ primitive()
Implements Interpolation::Impl.
Definition at line 132 of file abcdinterpolation.hpp.
◆ derivative()
Implements Interpolation::Impl.
Definition at line 133 of file abcdinterpolation.hpp.
◆ secondDerivative()
Implements Interpolation::Impl.
Definition at line 134 of file abcdinterpolation.hpp.
◆ k()
Definition at line 137 of file abcdinterpolation.hpp.
Member Data Documentation
◆ endCriteria_
|
private |
Definition at line 143 of file abcdinterpolation.hpp.
◆ optMethod_
|
private |
Definition at line 144 of file abcdinterpolation.hpp.
◆ vegaWeighted_
|
private |
Definition at line 145 of file abcdinterpolation.hpp.
◆ abcdCalibrator_
|
private |
Definition at line 146 of file abcdinterpolation.hpp.