QuantLib_MixedLinearCubicInterpolation man page

MixedLinearCubicInterpolation — mixed linear/cubic interpolation between discrete points

Synopsis

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

Inherits Interpolation.

Inherited by MixedLinearCubicNaturalSpline, MixedLinearFritschButlandCubic, MixedLinearKrugerCubic, MixedLinearMonotonicCubicNaturalSpline, MixedLinearMonotonicParabolic, and MixedLinearParabolic.

Public Member Functions

template<class I1 , class I2 > MixedLinearCubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size n, MixedInterpolation::Behavior behavior, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue)

template<class I1 , class I2 > MixedLinearCubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size n, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue)

Additional Inherited Members

Detailed Description

mixed linear/cubic interpolation between discrete points

Constructor & Destructor Documentation

MixedLinearCubicInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, Size n, MixedInterpolation::Behavior behavior, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue)

Precondition:

the $ x $ values must be sorted.

MixedLinearCubicInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, Size n, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue)

Precondition:

the $ x $ values must be sorted.

Deprecated

Use the other constructor

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MixedLinearCubicInterpolation(3) is an alias of QuantLib_MixedLinearCubicInterpolation(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib