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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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basic template implementation More...
#include <ql/math/interpolation.hpp>
Public Member Functions | |
| templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const int requiredPoints=2) | |
| Real | xMin () const override |
| Real | xMax () const override |
| std::vector< Real > | xValues () const override |
| std::vector< Real > | yValues () const override |
| bool | isInRange (Real x) const override |
| Public Member Functions inherited from Interpolation::Impl | |
| virtual void | update ()=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 |
Protected Member Functions | |
| Size | locate (Real x) const |
Protected Attributes | |
| I1 | xBegin_ |
| I1 | xEnd_ |
| I2 | yBegin_ |
basic template implementation
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overridevirtual |
Implements Interpolation::Impl.
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overridevirtual |
Implements Interpolation::Impl.
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overridevirtual |
Implements Interpolation::Impl.
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overridevirtual |
Implements Interpolation::Impl.
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overridevirtual |
Implements Interpolation::Impl.