primitive (3) - Linux Manuals

primitive: base class for 1-D interpolations.

NAME

QuantLib::Interpolation - base class for 1-D interpolations.

SYNOPSIS

#include <ql/math/interpolation.hpp>

Inherits QuantLib::Extrapolator.

Inherited by BackwardFlatInterpolation, ConvexMonotoneInterpolation< I1, I2 >, CubicInterpolation, ForwardFlatInterpolation, LinearInterpolation, LogCubicInterpolation, LogLinearInterpolation, and SABRInterpolation.

Classes

class Impl
abstract base class for interpolation implementations
class templateImpl
basic template implementation

Public Types

typedef Real argument_type

typedef Real result_type

Public Member Functions

bool empty () const

Real operator() (Real x, bool allowExtrapolation=false) const

Real primitive (Real x, bool allowExtrapolation=false) const

Real derivative (Real x, bool allowExtrapolation=false) const

Real secondDerivative (Real x, bool allowExtrapolation=false) const

Real xMin () const

Real xMax () const

bool isInRange (Real x) const

void update ()

Protected Member Functions

void checkRange (Real x, bool extrapolate) const

Protected Attributes

boost::shared_ptr< Impl > impl_

Detailed Description

base class for 1-D interpolations.

Classes derived from this class will provide interpolated values from two sequences of equal length, representing discretized values of a variable and a function of the former, respectively.

Author

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