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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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abstract base class for interpolation implementations More...
#include <ql/math/interpolation.hpp>
Public Member Functions | |
| virtual void | update ()=0 |
| virtual Real | xMin () const =0 |
| virtual Real | xMax () const =0 |
| virtual std::vector< Real > | xValues () const =0 |
| virtual std::vector< Real > | yValues () const =0 |
| virtual bool | isInRange (Real) const =0 |
| virtual Real | value (Real) const =0 |
| virtual Real | primitive (Real) const =0 |
| virtual Real | derivative (Real) const =0 |
| virtual Real | secondDerivative (Real) const =0 |
abstract base class for interpolation implementations