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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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base class for 1-D interpolations. More...
#include <interpolation.hpp>
Inheritance diagram for Interpolation:
Collaboration diagram for Interpolation:Classes | |
| class | Impl |
| abstract base class for interpolation implementations More... | |
| class | templateImpl |
| basic template implementation More... | |
Public Member Functions | |
| 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... | |
Protected Member Functions | |
| void | checkRange (Real x, bool extrapolate) const |
Protected Attributes | |
| ext::shared_ptr< Impl > | impl_ |
base class for 1-D interpolations.
Classes derived from this class will provide interpolated values from two sequences of equal length, representing discretized values of a variable and a function of the former, respectively.
Definition at line 55 of file interpolation.hpp.
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default |
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overridedefault |
| bool empty | ( | ) | const |
Definition at line 120 of file interpolation.hpp.
Definition at line 125 of file interpolation.hpp.
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Here is the caller graph for this function:| Real xMin | ( | ) | const |
Definition at line 137 of file interpolation.hpp.
| Real xMax | ( | ) | const |
Definition at line 143 of file interpolation.hpp.
| void update | ( | ) |
Definition at line 150 of file interpolation.hpp.
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protected |
Definition at line 72 of file interpolation.hpp.