LinearInterpolation Class Reference

Linear interpolation between discrete points More...

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

Inheritance diagram for LinearInterpolation:

Public Member Functions
template<class I1, class I2>
	LinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)
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

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

Linear interpolation between discrete points

Warning

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

Constructor & Destructor Documentation

LinearInterpolation()

template<class I1, class I2>

LinearInterpolation	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin )

Precondition

the \( x \) values must be sorted.