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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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log-cubic interpolation factory and traits More...
#include <loginterpolation.hpp>
Inheritance diagram for LogCubic:
Collaboration diagram for LogCubic:Public Member Functions | |
| LogCubic (CubicInterpolation::DerivativeApprox da, bool monotonic=true, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0) | |
| template<class I1 , class I2 > | |
| Interpolation | interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const |
Static Public Attributes | |
| static const bool | global = true |
| static const Size | requiredPoints = 2 |
log-cubic interpolation factory and traits
Definition at line 97 of file loginterpolation.hpp.
| LogCubic | ( | CubicInterpolation::DerivativeApprox | da, |
| bool | monotonic = true, |
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| CubicInterpolation::BoundaryCondition | leftCondition = CubicInterpolation::SecondDerivative, |
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| Real | leftConditionValue = 0.0, |
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| CubicInterpolation::BoundaryCondition | rightCondition = CubicInterpolation::SecondDerivative, |
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| Real | rightConditionValue = 0.0 |
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| ) |
Definition at line 99 of file loginterpolation.hpp.
| Interpolation interpolate | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin | ||
| ) | const |
Definition at line 111 of file loginterpolation.hpp.
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Definition at line 118 of file loginterpolation.hpp.
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Definition at line 119 of file loginterpolation.hpp.
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Definition at line 121 of file loginterpolation.hpp.
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Definition at line 122 of file loginterpolation.hpp.
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Definition at line 123 of file loginterpolation.hpp.
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Definition at line 123 of file loginterpolation.hpp.
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Definition at line 124 of file loginterpolation.hpp.
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Definition at line 124 of file loginterpolation.hpp.