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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Abcd interpolation factory and traits More...
#include <abcdinterpolation.hpp>
Collaboration diagram for Abcd:Public Member Functions | |
| Abcd (Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted=false, ext::shared_ptr< EndCriteria > endCriteria=ext::shared_ptr< EndCriteria >(), ext::shared_ptr< OptimizationMethod > optMethod=ext::shared_ptr< OptimizationMethod >()) | |
| 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 |
Private Attributes | |
| Real | a_ |
| Real | b_ |
| Real | c_ |
| Real | d_ |
| bool | aIsFixed_ |
| bool | bIsFixed_ |
| bool | cIsFixed_ |
| bool | dIsFixed_ |
| bool | vegaWeighted_ |
| const ext::shared_ptr< EndCriteria > | endCriteria_ |
| const ext::shared_ptr< OptimizationMethod > | optMethod_ |
Abcd interpolation factory and traits
Definition at line 211 of file abcdinterpolation.hpp.
| Abcd | ( | Real | a, |
| Real | b, | ||
| Real | c, | ||
| Real | d, | ||
| bool | aIsFixed, | ||
| bool | bIsFixed, | ||
| bool | cIsFixed, | ||
| bool | dIsFixed, | ||
| bool | vegaWeighted = false, |
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| ext::shared_ptr< EndCriteria > | endCriteria = ext::shared_ptr<EndCriteria>(), |
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| ext::shared_ptr< OptimizationMethod > | optMethod = ext::shared_ptr<OptimizationMethod>() |
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| ) |
Definition at line 213 of file abcdinterpolation.hpp.
| Interpolation interpolate | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin | ||
| ) | const |
Definition at line 228 of file abcdinterpolation.hpp.
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Definition at line 237 of file abcdinterpolation.hpp.
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Definition at line 239 of file abcdinterpolation.hpp.
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Definition at line 239 of file abcdinterpolation.hpp.
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Definition at line 239 of file abcdinterpolation.hpp.
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Definition at line 239 of file abcdinterpolation.hpp.
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Definition at line 240 of file abcdinterpolation.hpp.
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Definition at line 240 of file abcdinterpolation.hpp.
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Definition at line 240 of file abcdinterpolation.hpp.
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Definition at line 240 of file abcdinterpolation.hpp.
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Definition at line 241 of file abcdinterpolation.hpp.
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Definition at line 242 of file abcdinterpolation.hpp.
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Definition at line 243 of file abcdinterpolation.hpp.