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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Cubic interpolation factory and traits More...
#include <cubicinterpolation.hpp>
Collaboration diagram for Cubic:Public Member Functions | |
| Cubic (CubicInterpolation::DerivativeApprox da=CubicInterpolation::Kruger, bool monotonic=false, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0) | |
| 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 |
| static const Size | requiredPoints = 2 |
Cubic interpolation factory and traits
Definition at line 328 of file cubicinterpolation.hpp.
| Cubic | ( | CubicInterpolation::DerivativeApprox | da = CubicInterpolation::Kruger, |
| bool | monotonic = false, |
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| CubicInterpolation::BoundaryCondition | leftCondition = CubicInterpolation::SecondDerivative, |
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| Real | leftConditionValue = 0.0, |
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| CubicInterpolation::BoundaryCondition | rightCondition = CubicInterpolation::SecondDerivative, |
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| Real | rightConditionValue = 0.0 |
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| ) |
Definition at line 330 of file cubicinterpolation.hpp.
| Interpolation interpolate | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin | ||
| ) | const |
Definition at line 343 of file cubicinterpolation.hpp.
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Definition at line 351 of file cubicinterpolation.hpp.
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Definition at line 352 of file cubicinterpolation.hpp.
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Definition at line 354 of file cubicinterpolation.hpp.
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Definition at line 355 of file cubicinterpolation.hpp.
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Definition at line 356 of file cubicinterpolation.hpp.
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Definition at line 356 of file cubicinterpolation.hpp.
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Definition at line 357 of file cubicinterpolation.hpp.
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Definition at line 357 of file cubicinterpolation.hpp.