Interpolation Class Reference

#include <ql/Math/interpolation.hpp>

Inheritance diagram for Interpolation:

Inheritance graph
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List of all members.

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.


Public Types

typedef Real argument_type
typedef Real result_type

Public Member Functions

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

Classes

class  templateImpl
 basic template implementation More...