QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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ChebyshevInterpolation Class Reference

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

Inheritance diagram for ChebyshevInterpolation:

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
ChebyshevInterpolationoperator= (const ChebyshevInterpolation &)=delete
ChebyshevInterpolationoperator= (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< Implimpl_

Detailed Description

See S.A. Sarra: Chebyshev Interpolation: An Interactive Tour.