QuantLib_Interpolation man page

Interpolation — base class for 1-D interpolations.


#include <ql/math/interpolation.hpp>

Inherits Extrapolator.

Inherited by AbcdInterpolation, BackwardFlatInterpolation, ConvexMonotoneInterpolation< I1, I2 >, CubicInterpolation, ForwardFlatInterpolation, KernelInterpolation, LinearInterpolation, LogCubicInterpolation, LogLinearInterpolation, LogMixedLinearCubicInterpolation, MixedLinearCubicInterpolation, NoArbSabrInterpolation, SABRInterpolation, SviInterpolation, VannaVolgaInterpolation, and ZabrInterpolation< Evaluation >.


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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

isInRange(3), secondDerivative(3), xMax(3) and xMin(3) are aliases of QuantLib_Interpolation(3).

QuantLib Version 1.8.1 Fri Sep 23 2016