InterpolatedCurve< Interpolator > Class Template Reference

Helper class to build interpolated term structures. More...

#include <interpolatedcurve.hpp>

Inheritance diagram for InterpolatedCurve< Interpolator >:

Collaboration diagram for InterpolatedCurve< Interpolator >:

Public Member Functions
	~InterpolatedCurve ()=default

Protected Member Functions
Building
	InterpolatedCurve (std::vector< Time > times, std::vector< Real > data, const Interpolator &i=Interpolator())
	InterpolatedCurve (std::vector< Time > times, const Interpolator &i=Interpolator())
	InterpolatedCurve (Size n, const Interpolator &i=Interpolator())
	InterpolatedCurve (const Interpolator &i=Interpolator())
Copying
	InterpolatedCurve (const InterpolatedCurve &c)
InterpolatedCurve &	operator= (const InterpolatedCurve &c)
Moving
	InterpolatedCurve (InterpolatedCurve &&c) noexcept
InterpolatedCurve &	operator= (InterpolatedCurve &&c) noexcept

Utilities
std::vector< Time >	times_
std::vector< Real >	data_
Interpolation	interpolation_
Interpolator	interpolator_
Date	maxDate_
void	setupTimes (const std::vector< Date > &dates, Date referenceDate, const DayCounter &dayCounter)
void	setupInterpolation ()

Detailed Description

template<class Interpolator>
class QuantLib::InterpolatedCurve< Interpolator >

Helper class to build interpolated term structures.

Interpolated term structures can use proected or private inheritance from this class to obtain the relevant data members and implement correct copy behavior.

Definition at line 41 of file interpolatedcurve.hpp.

Constructor & Destructor Documentation

~InterpolatedCurve()

~InterpolatedCurve ( )

default

InterpolatedCurve() [1/6]

InterpolatedCurve ( std::vector< Time >  times, std::vector< Real >  data, const Interpolator &  i = Interpolator()  )

protected

Definition at line 48 of file interpolatedcurve.hpp.

InterpolatedCurve() [2/6]

InterpolatedCurve ( std::vector< Time >  times, const Interpolator &  i = Interpolator()  )

protected

Definition at line 53 of file interpolatedcurve.hpp.

InterpolatedCurve() [3/6]

InterpolatedCurve ( Size  n, const Interpolator &  i = Interpolator()  )

protected

Definition at line 57 of file interpolatedcurve.hpp.

InterpolatedCurve() [4/6]

InterpolatedCurve ( const Interpolator &  i = Interpolator() )

protected

Definition at line 61 of file interpolatedcurve.hpp.

InterpolatedCurve() [5/6]

InterpolatedCurve ( const InterpolatedCurve< Interpolator > &  c )

protected

Definition at line 67 of file interpolatedcurve.hpp.

Here is the call graph for this function:

InterpolatedCurve() [6/6]

InterpolatedCurve ( InterpolatedCurve< Interpolator > &&  c )

protectednoexcept

Definition at line 83 of file interpolatedcurve.hpp.

Here is the call graph for this function:

Member Function Documentation

operator=() [1/2]

InterpolatedCurve & operator= ( const InterpolatedCurve< Interpolator > &  c )

protected

Definition at line 72 of file interpolatedcurve.hpp.

Here is the call graph for this function:

operator=() [2/2]

InterpolatedCurve & operator= ( InterpolatedCurve< Interpolator > &&  c )

protectednoexcept

Definition at line 88 of file interpolatedcurve.hpp.

Here is the call graph for this function:

setupTimes()

void setupTimes ( const std::vector< Date > &  dates, Date  referenceDate, const DayCounter &  dayCounter  )

protected

Definition at line 99 of file interpolatedcurve.hpp.

Here is the call graph for this function:

Here is the caller graph for this function:

setupInterpolation()

void setupInterpolation ( )

protected

Definition at line 116 of file interpolatedcurve.hpp.

Here is the caller graph for this function:

Member Data Documentation

times_

std::vector<Time> times_

mutableprotected

Definition at line 123 of file interpolatedcurve.hpp.

data_

std::vector<Real> data_

mutableprotected

Definition at line 124 of file interpolatedcurve.hpp.

interpolation_

Interpolation interpolation_

mutableprotected

Definition at line 125 of file interpolatedcurve.hpp.

interpolator_

Interpolator interpolator_

protected

Definition at line 126 of file interpolatedcurve.hpp.

maxDate_

Date maxDate_

protected

Definition at line 136 of file interpolatedcurve.hpp.