QuantLib_AbcdInterpolation man page

AbcdInterpolation — Abcd interpolation between discrete points.  


#include <ql/math/interpolations/abcdinterpolation.hpp>

Inherits Interpolation.

Public Member Functions

template<class I1 , class I2 > AbcdInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17, bool aIsFixed=false, bool bIsFixed=false, bool cIsFixed=false, bool dIsFixed=false, bool vegaWeighted=false, const boost::shared_ptr< EndCriteria > &endCriteria=boost::shared_ptr< EndCriteria >(), const boost::shared_ptr< OptimizationMethod > &optMethod=boost::shared_ptr< OptimizationMethod >())


Real a () const
Real b () const
Real c () const
Real d () const
std::vector< Real > k () const
Real rmsError () const
Real maxError () const
EndCriteria::Type endCriteria ()
template<class I1 > Real k (Time t, const I1 &xBegin, const I1 &xEnd) const

Additional Inherited Members

Detailed Description

Abcd interpolation between discrete points.

Constructor & Destructor Documentation

AbcdInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, Real a = -0.06, Real b = 0.17, Real c = 0.54, Real d = 0.17, bool aIsFixed = false, bool bIsFixed = false, bool cIsFixed = false, bool dIsFixed = false, bool vegaWeighted = false, const boost::shared_ptr< EndCriteria > & endCriteria = boost::shared_ptr<EndCriteria>(), const boost::shared_ptr< OptimizationMethod > & optMethod = boost::shared_ptr<OptimizationMethod>())



Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page AbcdInterpolation(3) is an alias of QuantLib_AbcdInterpolation(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib