QuantLibAddin::GenericInterp Class Reference
#include <qlo/interpolation.hpp>
Inheritance diagram for QuantLibAddin::GenericInterp:
Collaboration diagram for QuantLibAddin::GenericInterp:
Public Member Functions | |
| GenericInterp (const boost::shared_ptr< ObjectHandler::ValueObject > &, const std::string &type, const std::vector< QuantLib::Real > &x, const std::vector< QuantLib::Handle< QuantLib::Quote > > &y, bool permanent) | |
 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) |
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) | |
| 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_ |
Constructor & Destructor Documentation
◆ GenericInterp()
| QuantLibAddin::GenericInterp::GenericInterp | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | , |
| const std::string & | type, | ||
| const std::vector< QuantLib::Real > & | x, | ||
| const std::vector< QuantLib::Handle< QuantLib::Quote > > & | y, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: