QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Static Public Attributes | Private Attributes | List of all members

Cubic interpolation factory and traits More...

#include <cubicinterpolation.hpp>

+ Collaboration diagram for Cubic:

Public Member Functions

 Cubic (CubicInterpolation::DerivativeApprox da=CubicInterpolation::Kruger, bool monotonic=false, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)
 
template<class I1 , class I2 >
Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const
 

Static Public Attributes

static const bool global = true
 
static const Size requiredPoints = 2
 

Private Attributes

CubicInterpolation::DerivativeApprox da_
 
bool monotonic_
 
CubicInterpolation::BoundaryCondition leftType_
 
CubicInterpolation::BoundaryCondition rightType_
 
Real leftValue_
 
Real rightValue_
 

Detailed Description

Cubic interpolation factory and traits

Definition at line 327 of file cubicinterpolation.hpp.

Constructor & Destructor Documentation

◆ Cubic()

Definition at line 329 of file cubicinterpolation.hpp.

Member Function Documentation

◆ interpolate()

Interpolation interpolate ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin 
) const

Definition at line 342 of file cubicinterpolation.hpp.

Member Data Documentation

◆ global

const bool global = true
static

Definition at line 350 of file cubicinterpolation.hpp.

◆ requiredPoints

const Size requiredPoints = 2
static

Definition at line 351 of file cubicinterpolation.hpp.

◆ da_

Definition at line 353 of file cubicinterpolation.hpp.

◆ monotonic_

bool monotonic_
private

Definition at line 354 of file cubicinterpolation.hpp.

◆ leftType_

Definition at line 355 of file cubicinterpolation.hpp.

◆ rightType_

Definition at line 355 of file cubicinterpolation.hpp.

◆ leftValue_

Real leftValue_
private

Definition at line 356 of file cubicinterpolation.hpp.

◆ rightValue_

Real rightValue_
private

Definition at line 356 of file cubicinterpolation.hpp.