QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
ForwardFlatInterpolationImpl< I1, I2 > Class Template Reference

#include <ql/math/interpolations/forwardflatinterpolation.hpp>

+ Inheritance diagram for ForwardFlatInterpolationImpl< I1, I2 >:
+ Collaboration diagram for ForwardFlatInterpolationImpl< I1, I2 >:

Public Member Functions

 ForwardFlatInterpolationImpl (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) 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< RealxValues () const override
 
std::vector< RealyValues () 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< RealxValues () const =0
 
virtual std::vector< RealyValues () 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< Realprimitive_
 
Size n_
 

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::ForwardFlatInterpolationImpl< I1, I2 >

Definition at line 70 of file forwardflatinterpolation.hpp.

Constructor & Destructor Documentation

◆ ForwardFlatInterpolationImpl()

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

Definition at line 73 of file forwardflatinterpolation.hpp.

Member Function Documentation

◆ update()

void update ( )
overridevirtual

Implements Interpolation::Impl.

Definition at line 78 of file forwardflatinterpolation.hpp.

◆ value()

Real value ( Real  x) const
overridevirtual

Implements Interpolation::Impl.

Definition at line 85 of file forwardflatinterpolation.hpp.

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◆ primitive()

Real primitive ( Real  x) const
overridevirtual

Implements Interpolation::Impl.

Definition at line 92 of file forwardflatinterpolation.hpp.

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◆ derivative()

Real derivative ( Real  ) const
overridevirtual

Implements Interpolation::Impl.

Definition at line 97 of file forwardflatinterpolation.hpp.

◆ secondDerivative()

Real secondDerivative ( Real  ) const
overridevirtual

Implements Interpolation::Impl.

Definition at line 98 of file forwardflatinterpolation.hpp.

Member Data Documentation

◆ primitive_

std::vector<Real> primitive_
private

Definition at line 101 of file forwardflatinterpolation.hpp.

◆ n_

Size n_
private

Definition at line 102 of file forwardflatinterpolation.hpp.