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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 <cubicinterpolation.hpp>
Inheritance diagram for CubicSplineOvershootingMinimization1:
Collaboration diagram for CubicSplineOvershootingMinimization1:Public Member Functions | |
| template<class I1 , class I2 > | |
| CubicSplineOvershootingMinimization1 (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) | |
Public Member Functions inherited from CubicInterpolation | |
| template<class I1 , class I2 > | |
| CubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftCond, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightCond, Real rightConditionValue) | |
| const std::vector< Real > & | primitiveConstants () const |
| const std::vector< Real > & | aCoefficients () const |
| const std::vector< Real > & | bCoefficients () const |
| const std::vector< Real > & | cCoefficients () const |
| const std::vector< bool > & | monotonicityAdjustments () 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... | |
Additional Inherited Members | |
Public Types inherited from CubicInterpolation | |
| enum | DerivativeApprox { Spline , SplineOM1 , SplineOM2 , FourthOrder , Parabolic , FritschButland , Akima , Kruger , Harmonic } |
| enum | BoundaryCondition { NotAKnot , FirstDerivative , SecondDerivative , Periodic , Lagrange } |
Protected Member Functions inherited from Interpolation | |
| void | checkRange (Real x, bool extrapolate) const |
Protected Attributes inherited from Interpolation | |
| ext::shared_ptr< Impl > | impl_ |
Definition at line 222 of file cubicinterpolation.hpp.
| CubicSplineOvershootingMinimization1 | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin | ||
| ) |
Definition at line 226 of file cubicinterpolation.hpp.