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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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#include <ql/math/interpolations/chebyshevinterpolation.hpp>
Public Types | |
| enum | PointsType { FirstKind , SecondKind } |
Public Member Functions | |
| ChebyshevInterpolation (const Array &y, PointsType pointsType=SecondKind) | |
| ChebyshevInterpolation (Size n, const std::function< Real(Real)> &f, PointsType pointsType=SecondKind) | |
| ChebyshevInterpolation (const ChebyshevInterpolation &)=delete | |
| ChebyshevInterpolation (ChebyshevInterpolation &&)=delete | |
| ChebyshevInterpolation & | operator= (const ChebyshevInterpolation &)=delete |
| ChebyshevInterpolation & | operator= (ChebyshevInterpolation &&)=delete |
| void | updateY (const Array &y) |
| Array | nodes () const |
| 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 | |
Static Public Member Functions | |
| static Array | nodes (Size n, PointsType pointsType) |
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_ |
See S.A. Sarra: Chebyshev Interpolation: An Interactive Tour.