QuantLibAddin::Interpolation Class Reference

#include <qlo/interpolation.hpp>

Inheritance diagram for QuantLibAddin::Interpolation:

Collaboration diagram for QuantLibAddin::Interpolation:

Public Member Functions
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 Member Functions
	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
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

Interpolation()

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

Member Function Documentation

derivative()

QuantLib::Real QuantLibAddin::Interpolation::derivative ( QuantLib::Real  x, bool  allowExtrapolation  ) const

inline

operator()()

QuantLib::Real QuantLibAddin::Interpolation::operator() ( QuantLib::Real  x, bool  allowExtrapolation  ) const

inline

performCalculations()

void QuantLibAddin::Interpolation::performCalculations

(

)

const

primitive()

QuantLib::Real QuantLibAddin::Interpolation::primitive ( QuantLib::Real  x, bool  allowExtrapolation  ) const

inline

secondDerivative()

QuantLib::Real QuantLibAddin::Interpolation::secondDerivative ( QuantLib::Real  x, bool  allowExtrapolation  ) const

inline

Member Data Documentation

n_

QuantLib::Size QuantLibAddin::Interpolation::n_

protected

qlInterpolation_

boost::shared_ptr<QuantLib::Interpolation> QuantLibAddin::Interpolation::qlInterpolation_

protected

x_

std::vector<QuantLib::Real> QuantLibAddin::Interpolation::x_

protected

y_

std::vector<QuantLib::Real> QuantLibAddin::Interpolation::y_

mutableprotected

yh_

std::vector<QuantLib::Handle<QuantLib::Quote> > QuantLibAddin::Interpolation::yh_

protected

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

• interpolation.hpp