QuantLibAddin::CubicInterpolation Class Reference

#include <qlo/interpolation.hpp>

Inheritance diagram for QuantLibAddin::CubicInterpolation:

Collaboration diagram for QuantLibAddin::CubicInterpolation:

Public Member Functions
	CubicInterpolation (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Real > &x, const std::vector< QuantLib::Handle< QuantLib::Quote > > &y, QuantLib::CubicInterpolation::DerivativeApprox da, bool monotonic, QuantLib::CubicInterpolation::BoundaryCondition leftCondition, QuantLib::Real leftConditionValue, QuantLib::CubicInterpolation::BoundaryCondition rightCondition, QuantLib::Real rightConditionValue, bool permanent)
const std::vector< QuantLib::Real > &	primitiveConstants () const
const std::vector< QuantLib::Real > &	aCoefficients () const
const std::vector< QuantLib::Real > &	bCoefficients () const
const std::vector< QuantLib::Real > &	cCoefficients () const
const std::vector< bool > &	monotonicityAdjustments () 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::CubicInterpolation >	qlCubicInterpolation_
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

CubicInterpolation()

QuantLibAddin::CubicInterpolation::CubicInterpolation	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< QuantLib::Real > &	x,
		const std::vector< QuantLib::Handle< QuantLib::Quote > > &	y,
		QuantLib::CubicInterpolation::DerivativeApprox	da,
		bool	monotonic,
		QuantLib::CubicInterpolation::BoundaryCondition	leftCondition,
		QuantLib::Real	leftConditionValue,
		QuantLib::CubicInterpolation::BoundaryCondition	rightCondition,
		QuantLib::Real	rightConditionValue,
		bool	permanent
	)

Member Function Documentation

aCoefficients()

const std::vector<QuantLib::Real>& QuantLibAddin::CubicInterpolation::aCoefficients ( ) const

inline

bCoefficients()

const std::vector<QuantLib::Real>& QuantLibAddin::CubicInterpolation::bCoefficients ( ) const

inline

cCoefficients()

const std::vector<QuantLib::Real>& QuantLibAddin::CubicInterpolation::cCoefficients ( ) const

inline

monotonicityAdjustments()

const std::vector<bool>& QuantLibAddin::CubicInterpolation::monotonicityAdjustments ( ) const

inline

primitiveConstants()

const std::vector<QuantLib::Real>& QuantLibAddin::CubicInterpolation::primitiveConstants ( ) const

inline

Member Data Documentation

qlCubicInterpolation_

boost::shared_ptr<QuantLib::CubicInterpolation> QuantLibAddin::CubicInterpolation::qlCubicInterpolation_

protected

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

• interpolation.hpp