Interpolation Class Reference
#include <ql/math/interpolation.hpp>
Inheritance diagram for Interpolation:

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