QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
ChebyshevInterpolation
ChebyshevInterpolation Member List
This is the complete list of members for
ChebyshevInterpolation
, including all inherited members.
allowsExtrapolation
() const
Extrapolator
ChebyshevInterpolation
(const Array &y, PointsType pointsType=SecondKind)
ChebyshevInterpolation
explicit
ChebyshevInterpolation
(Size n, const ext::function< Real(Real)> &f, PointsType pointsType=SecondKind)
ChebyshevInterpolation
checkRange
(Real x, bool extrapolate) const
Interpolation
protected
derivative
(Real x, bool allowExtrapolation=false) const
Interpolation
disableExtrapolation
(bool b=true)
Extrapolator
empty
() const
Interpolation
enableExtrapolation
(bool b=true)
Extrapolator
extrapolate_
Extrapolator
private
Extrapolator
()=default
Extrapolator
FirstKind
enum value
ChebyshevInterpolation
impl_
Interpolation
protected
Interpolation
()=default
Interpolation
isInRange
(Real x) const
Interpolation
lagrangeInterp_
ChebyshevInterpolation
private
nodes
() const
ChebyshevInterpolation
nodes
(Size n, PointsType pointsType)
ChebyshevInterpolation
static
operator()
(Real x, bool allowExtrapolation=false) const
Interpolation
PointsType
enum name
ChebyshevInterpolation
primitive
(Real x, bool allowExtrapolation=false) const
Interpolation
secondDerivative
(Real x, bool allowExtrapolation=false) const
Interpolation
SecondKind
enum value
ChebyshevInterpolation
update
()
Interpolation
updateY
(const Array &y)
ChebyshevInterpolation
x_
ChebyshevInterpolation
private
xMax
() const
Interpolation
xMin
() const
Interpolation
y_
ChebyshevInterpolation
private
~Extrapolator
()=default
Extrapolator
virtual
~Interpolation
() override=default
Interpolation
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