result_type (3) - Linux Manuals
result_type: base class for 1-D interpolations.
NAME
QuantLib::Interpolation - base class for 1-D interpolations.
SYNOPSIS
#include <ql/math/interpolation.hpp>
Inherits QuantLib::Extrapolator.
Inherited by BackwardFlatInterpolation, ConvexMonotoneInterpolation< I1, I2 >, CubicInterpolation, ForwardFlatInterpolation, LinearInterpolation, LogCubicInterpolation, LogLinearInterpolation, and SABRInterpolation.
Classes
class Impl
abstract base class for interpolation implementations
class templateImpl
basic template implementation
Public Types
typedef Real argument_type
typedef Real result_type
Public Member Functions
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 ()
Protected Member Functions
void checkRange (Real x, bool extrapolate) const
Protected Attributes
boost::shared_ptr< Impl > impl_
Detailed Description
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.
Author
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