QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Classes | Public Types | Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
Interpolation Class Reference

base class for 1-D interpolations. More...

#include <ql/math/interpolation.hpp>

+ Inheritance diagram for Interpolation:

Classes

class  Impl
 abstract base class for interpolation implementations More...
 
class  templateImpl
 basic template implementation More...
 

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 ()
 
- Public Member Functions inherited from Extrapolator
void enableExtrapolation (bool b=true)
 enable extrapolation in subsequent calls
 
void disableExtrapolation (bool b=true)
 disable extrapolation in subsequent calls
 
bool allowsExtrapolation () const
 tells whether extrapolation is enabled
 

Protected Member Functions

void checkRange (Real x, bool extrapolate) const
 

Protected Attributes

boost::shared_ptr< Implimpl_
 

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.