Interpolation Class Reference

#include <ql/Math/interpolation.hpp>

Inheritance diagram for Interpolation:

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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 double argument_type
typedef double result_type

Public Member Functions

double operator() (double x, bool allowExtrapolation=false) const
double primitive (double x, bool allowExtrapolation=false) const
double derivative (double x, bool allowExtrapolation=false) const
double secondDerivative (double x, bool allowExtrapolation=false) const
double xMin () const
double xMax () const
bool isInRange (double x) const

Protected Member Functions

void checkRange (double x, bool allowExtrapolation) const


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