QuantLib: ChebyshevInterpolation Class Reference

#include <chebyshevinterpolation.hpp>

Inheritance diagram for ChebyshevInterpolation:

Collaboration diagram for ChebyshevInterpolation:

Public Types
enum	PointsType { FirstKind , SecondKind }

Public Member Functions
	ChebyshevInterpolation (const Array &y, PointsType pointsType=SecondKind)

	ChebyshevInterpolation (Size n, const std::function< Real(Real)> &f, PointsType pointsType=SecondKind)

	~ChebyshevInterpolation () override=default

	ChebyshevInterpolation (const ChebyshevInterpolation &)=delete

	ChebyshevInterpolation (ChebyshevInterpolation &&)=delete

ChebyshevInterpolation &	operator= (const ChebyshevInterpolation &)=delete

ChebyshevInterpolation &	operator= (ChebyshevInterpolation &&)=delete

void	updateY (const Array &y)

Array	nodes () const

Public Member Functions inherited from Interpolation
	Interpolation ()=default

	~Interpolation () override=default

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
	Extrapolator ()=default

virtual	~Extrapolator ()=default

void	enableExtrapolation (bool b=true)
	enable extrapolation in subsequent calls More...

void	disableExtrapolation (bool b=true)
	disable extrapolation in subsequent calls More...

bool	allowsExtrapolation () const
	tells whether extrapolation is enabled More...

Static Public Member Functions
static Array	nodes (Size n, PointsType pointsType)

Private Attributes
const Array	x_

Array	y_

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

See S.A. Sarra: Chebyshev Interpolation: An Interactive Tour.

Definition at line 34 of file chebyshevinterpolation.hpp.

Member Enumeration Documentation

◆ PointsType

enum PointsType

Enumerator
FirstKind
SecondKind

Definition at line 36 of file chebyshevinterpolation.hpp.

Constructor & Destructor Documentation

◆ ChebyshevInterpolation() [1/4]

ChebyshevInterpolation	(	const Array &	y,
		PointsType	pointsType = `SecondKind`
	)

explicit

Definition at line 33 of file chebyshevinterpolation.cpp.

◆ ChebyshevInterpolation() [2/4]

ChebyshevInterpolation	(	Size	n,
		const std::function< Real(Real)> &	f,
		PointsType	pointsType = `SecondKind`
	)

Definition at line 45 of file chebyshevinterpolation.cpp.

◆ ~ChebyshevInterpolation()

~ChebyshevInterpolation ( )

overridedefault

◆ ChebyshevInterpolation() [3/4]

ChebyshevInterpolation ( const ChebyshevInterpolation & )

explicitdelete

◆ ChebyshevInterpolation() [4/4]

ChebyshevInterpolation ( ChebyshevInterpolation && )

explicitdelete

Member Function Documentation

◆ operator=() [1/2]

ChebyshevInterpolation & operator= ( const ChebyshevInterpolation & )

delete

◆ operator=() [2/2]

ChebyshevInterpolation & operator= ( ChebyshevInterpolation && )

delete

◆ updateY()

void updateY ( const Array & y )

Definition at line 76 of file chebyshevinterpolation.cpp.

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◆ nodes() [1/2]

Array nodes ( ) const

Definition at line 54 of file chebyshevinterpolation.cpp.

◆ nodes() [2/2]

Array nodes	(	Size	n,
		PointsType	pointsType
	)

static

Definition at line 58 of file chebyshevinterpolation.cpp.

Member Data Documentation

◆ x_

const Array x_

private

Definition at line 56 of file chebyshevinterpolation.hpp.

◆ y_

Array y_