LinearFlatInterpolationImpl< I1, I2 > Class Template Reference

#include <generalizedhullwhite.hpp>

Inheritance diagram for LinearFlatInterpolationImpl< I1, I2 >:

Collaboration diagram for LinearFlatInterpolationImpl< I1, I2 >:

Public Member Functions
	LinearFlatInterpolationImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)
void	update () override
Real	value (Real x) const override
Real	primitive (Real x) const override
Real	derivative (Real x) const override
Real	secondDerivative (Real) const override
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

Private Attributes
std::vector< Real >	primitiveConst_
std::vector< Real >	s_

Additional Inherited Members
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

template<class I1, class I2>
class QuantLib::detail::LinearFlatInterpolationImpl< I1, I2 >

Definition at line 340 of file generalizedhullwhite.hpp.

Constructor & Destructor Documentation

LinearFlatInterpolationImpl()

LinearFlatInterpolationImpl	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin
	)

Definition at line 343 of file generalizedhullwhite.hpp.

Member Function Documentation

update()

void update ( )

overridevirtual

Implements Interpolation::Impl.

Definition at line 348 of file generalizedhullwhite.hpp.

value()

Real value ( Real  x ) const

overridevirtual

Implements Interpolation::Impl.

Definition at line 357 of file generalizedhullwhite.hpp.

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primitive()

Real primitive ( Real  x ) const

overridevirtual

Implements Interpolation::Impl.

Definition at line 365 of file generalizedhullwhite.hpp.

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derivative()

Real derivative ( Real  x ) const

overridevirtual

Implements Interpolation::Impl.

Definition at line 371 of file generalizedhullwhite.hpp.

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secondDerivative()

Real secondDerivative ( Real  ) const

overridevirtual

Implements Interpolation::Impl.

Definition at line 377 of file generalizedhullwhite.hpp.

Member Data Documentation

primitiveConst_

std::vector<Real> primitiveConst_

private

Definition at line 380 of file generalizedhullwhite.hpp.

s_

std::vector<Real> s_

private

Definition at line 380 of file generalizedhullwhite.hpp.