Inheritance diagram for QuantLibAddin::MixedLinearCubicInterpolation:

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Collaboration diagram for QuantLibAddin::MixedLinearCubicInterpolation:

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Public Member Functions
	MixedLinearCubicInterpolation (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Real > &x, const std::vector< QuantLib::Handle< QuantLib::Quote > > &y, QuantLib::Size n, QuantLib::MixedInterpolation::Behavior behavior, QuantLib::CubicInterpolation::DerivativeApprox da, bool monotonic, QuantLib::CubicInterpolation::BoundaryCondition leftCondition, QuantLib::Real leftConditionValue, QuantLib::CubicInterpolation::BoundaryCondition rightCondition, QuantLib::Real rightConditionValue, 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)

Protected Attributes
boost::shared_ptr< QuantLib::MixedLinearCubicInterpolation >	qlMixedLinearCubicInterpolation_

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

◆ MixedLinearCubicInterpolation()

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

boost::shared_ptr<QuantLib::MixedLinearCubicInterpolation> QuantLibAddin::MixedLinearCubicInterpolation::qlMixedLinearCubicInterpolation_

protected

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