AbcdInterpolation Class Reference

Abcd interpolation between discrete points. More...

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

Inheritance diagram for AbcdInterpolation:

Public Member Functions
template<class I1, class I2>
	AbcdInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17, bool aIsFixed=false, bool bIsFixed=false, bool cIsFixed=false, bool dIsFixed=false, bool vegaWeighted=false, const ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::shared_ptr< OptimizationMethod >())
Public Member Functions inherited from Interpolation
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 ()
Public Member Functions inherited from Extrapolator
void	enableExtrapolation (bool b=true)
	enable extrapolation in subsequent calls
void	disableExtrapolation (bool b=true)
	disable extrapolation in subsequent calls
bool	allowsExtrapolation () const
	tells whether extrapolation is enabled

Inspectors
Real	a () const
Real	b () const
Real	c () const
Real	d () const
std::vector< Real >	k () const
Real	rmsError () const
Real	maxError () const
EndCriteria::Type	endCriteria ()
template<class I1>
Real	k (Time t, const I1 &xBegin, const I1 &xEnd) const

Additional Inherited Members
Protected Member Functions inherited from Interpolation
void	checkRange (Real x, bool extrapolate) const
Protected Attributes inherited from Interpolation
ext::shared_ptr< Impl >	impl_

Detailed Description

Abcd interpolation between discrete points.

Warning

See the Interpolation class for information about the required lifetime of the underlying data.

Constructor & Destructor Documentation

AbcdInterpolation()

template<class I1, class I2>

AbcdInterpolation	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin,
		Real	a = -0.06,
		Real	b = 0.17,
		Real	c = 0.54,
		Real	d = 0.17,
		bool	aIsFixed = false,
		bool	bIsFixed = false,
		bool	cIsFixed = false,
		bool	dIsFixed = false,
		bool	vegaWeighted = false,
		const ext::shared_ptr< EndCriteria > &	endCriteria = ext::shared_ptr<EndCriteria>(),
		const ext::shared_ptr< OptimizationMethod > &	optMethod = ext::shared_ptr<OptimizationMethod>() )

Constructor