QuantLib_AbcdInterpolation man page

AbcdInterpolation — Abcd interpolation between discrete points.

Synopsis

#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 >())

Inspectors

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>())

Constructor

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

AbcdInterpolation(3) is an alias of QuantLib_AbcdInterpolation(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib