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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <flatextrapolation2d.hpp>
Inheritance diagram for FlatExtrapolator2D:
Collaboration diagram for FlatExtrapolator2D:Classes | |
| class | FlatExtrapolator2DImpl |
Public Member Functions | |
| FlatExtrapolator2D (const ext::shared_ptr< Interpolation2D > &decoratedInterpolation) | |
Public Member Functions inherited from Interpolation2D | |
| Interpolation2D ()=default | |
| Real | operator() (Real x, Real y, bool allowExtrapolation=false) const |
| Real | xMin () const |
| Real | xMax () const |
| std::vector< Real > | xValues () const |
| Size | locateX (Real x) const |
| Real | yMin () const |
| Real | yMax () const |
| std::vector< Real > | yValues () const |
| Size | locateY (Real y) const |
| const Matrix & | zData () const |
| bool | isInRange (Real x, Real y) 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... | |
Additional Inherited Members | |
Protected Member Functions inherited from Interpolation2D | |
| void | checkRange (Real x, Real y, bool extrapolate) const |
Protected Attributes inherited from Interpolation2D | |
| ext::shared_ptr< Impl > | impl_ |
Definition at line 36 of file flatextrapolation2d.hpp.
| FlatExtrapolator2D | ( | const ext::shared_ptr< Interpolation2D > & | decoratedInterpolation | ) |
Definition at line 38 of file flatextrapolation2d.hpp.