Primitive (3) Linux Manual Page

QuantLib::Interpolation – base class for 1-D interpolations.

Synopsis

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

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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primitive (3) Linux Manual Page