QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ChebyshevInterpolation Member List

This is the complete list of members for ChebyshevInterpolation, including all inherited members.

allowsExtrapolation() constExtrapolator
ChebyshevInterpolation(const Array &y, PointsType pointsType=SecondKind)ChebyshevInterpolationexplicit
ChebyshevInterpolation(Size n, const ext::function< Real(Real)> &f, PointsType pointsType=SecondKind)ChebyshevInterpolation
checkRange(Real x, bool extrapolate) constInterpolationprotected
derivative(Real x, bool allowExtrapolation=false) constInterpolation
disableExtrapolation(bool b=true)Extrapolator
empty() constInterpolation
enableExtrapolation(bool b=true)Extrapolator
extrapolate_Extrapolatorprivate
Extrapolator()=defaultExtrapolator
FirstKind enum valueChebyshevInterpolation
impl_Interpolationprotected
Interpolation()=defaultInterpolation
isInRange(Real x) constInterpolation
lagrangeInterp_ChebyshevInterpolationprivate
nodes() constChebyshevInterpolation
nodes(Size n, PointsType pointsType)ChebyshevInterpolationstatic
operator()(Real x, bool allowExtrapolation=false) constInterpolation
PointsType enum nameChebyshevInterpolation
primitive(Real x, bool allowExtrapolation=false) constInterpolation
secondDerivative(Real x, bool allowExtrapolation=false) constInterpolation
SecondKind enum valueChebyshevInterpolation
update()Interpolation
updateY(const Array &y)ChebyshevInterpolation
x_ChebyshevInterpolationprivate
xMax() constInterpolation
xMin() constInterpolation
y_ChebyshevInterpolationprivate
~Extrapolator()=defaultExtrapolatorvirtual
~Interpolation() override=defaultInterpolation