QuantLib_Interpolation_Impl (3) Linux Manual Page

QuantLib::Interpolation::Impl – abstract base class for interpolation implementations

Synopsis

#include <ql/math/interpolation.hpp>

Inherited by templateImpl< I1, I2 >, and templateImpl< I1, I2 >.

Public Member Functions

virtual void update ()=0

virtual Real xMin () const =0

virtual Real xMax () const =0

virtual std::vector< Real > xValues () const =0

virtual std::vector< Real > yValues () const =0

virtual bool isInRange (Real) const =0

virtual Real value (Real) const =0

virtual Real primitive (Real) const =0

virtual Real derivative (Real) const =0

virtual Real secondDerivative (Real) const =0

Detailed Description

abstract base class for interpolation implementations

Author

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