QuantLibAddin::AbcdInterpolation Class Reference

#include <qlo/interpolation.hpp>

Inheritance diagram for QuantLibAddin::AbcdInterpolation:

Collaboration diagram for QuantLibAddin::AbcdInterpolation:

Public Member Functions
	AbcdInterpolation (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Real > &x, const std::vector< QuantLib::Handle< QuantLib::Quote > > &y, QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted, const boost::shared_ptr< QuantLib::EndCriteria > &ec, const boost::shared_ptr< QuantLib::OptimizationMethod > &om, bool permanent)
QuantLib::Real	a () const
QuantLib::Real	b () const
QuantLib::Real	c () const
QuantLib::Real	d () const
QuantLib::Real	rmsError () const
QuantLib::Real	maxError () const
QuantLib::EndCriteria::Type	endCriteria () const
Public Member Functions inherited from QuantLibAddin::Interpolation
QuantLib::Real	operator() (QuantLib::Real x, bool allowExtrapolation) const
QuantLib::Real	primitive (QuantLib::Real x, bool allowExtrapolation) const
QuantLib::Real	derivative (QuantLib::Real x, bool allowExtrapolation) const
QuantLib::Real	secondDerivative (QuantLib::Real x, bool allowExtrapolation) const
void	performCalculations () const
Public Member Functions inherited from QuantLibAddin::Extrapolator
void	enableExtrapolation (bool b)

Protected Attributes
boost::shared_ptr< QuantLib::AbcdInterpolation >	qlAbcdInterpolation_
Protected Attributes inherited from QuantLibAddin::Interpolation
QuantLib::Size	n_
std::vector< QuantLib::Real >	x_
std::vector< QuantLib::Handle< QuantLib::Quote > >	yh_
std::vector< QuantLib::Real >	y_
boost::shared_ptr< QuantLib::Interpolation >	qlInterpolation_

Additional Inherited Members
Protected Member Functions inherited from QuantLibAddin::Interpolation
	Interpolation (const boost::shared_ptr< ObjectHandler::ValueObject > &, const std::vector< QuantLib::Real > &x, const std::vector< QuantLib::Handle< QuantLib::Quote > > &yh, bool permanent)

Constructor & Destructor Documentation

AbcdInterpolation()

QuantLibAddin::AbcdInterpolation::AbcdInterpolation	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< QuantLib::Real > &	x,
		const std::vector< QuantLib::Handle< QuantLib::Quote > > &	y,
		QuantLib::Real	a,
		QuantLib::Real	b,
		QuantLib::Real	c,
		QuantLib::Real	d,
		bool	aIsFixed,
		bool	bIsFixed,
		bool	cIsFixed,
		bool	dIsFixed,
		bool	vegaWeighted,
		const boost::shared_ptr< QuantLib::EndCriteria > &	ec,
		const boost::shared_ptr< QuantLib::OptimizationMethod > &	om,
		bool	permanent
	)

Member Function Documentation

a()

QuantLib::Real QuantLibAddin::AbcdInterpolation::a ( ) const

inline

b()

QuantLib::Real QuantLibAddin::AbcdInterpolation::b ( ) const

inline

c()

QuantLib::Real QuantLibAddin::AbcdInterpolation::c ( ) const

inline

d()

QuantLib::Real QuantLibAddin::AbcdInterpolation::d ( ) const

inline

endCriteria()

QuantLib::EndCriteria::Type QuantLibAddin::AbcdInterpolation::endCriteria ( ) const

inline

maxError()

QuantLib::Real QuantLibAddin::AbcdInterpolation::maxError ( ) const

inline

rmsError()

QuantLib::Real QuantLibAddin::AbcdInterpolation::rmsError ( ) const

inline

Member Data Documentation

qlAbcdInterpolation_

boost::shared_ptr<QuantLib::AbcdInterpolation> QuantLibAddin::AbcdInterpolation::qlAbcdInterpolation_

protected

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The documentation for this class was generated from the following file:

• interpolation.hpp