Abcd interpolation between discrete points. More...
#include <ql/math/interpolations/abcdinterpolation.hpp>
Inheritance diagram for AbcdInterpolation:Public Member Functions | |
| template<class I1 , class I2 > | |
| AbcdInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real a=-0.06, Real b=0.17, Real c=0.54, Real d=0.17, bool aIsFixed=false, bool bIsFixed=false, bool cIsFixed=false, bool dIsFixed=false, bool vegaWeighted=false, const boost::shared_ptr< EndCriteria > &endCriteria=boost::shared_ptr< EndCriteria >(), const boost::shared_ptr< OptimizationMethod > &optMethod=boost::shared_ptr< OptimizationMethod >()) | |
Public Member Functions inherited from Interpolation | |
| bool | empty () const |
| Real | operator() (Real x, bool allowExtrapolation=false) const |
| Real | primitive (Real x, bool allowExtrapolation=false) const |
| Real | derivative (Real x, bool allowExtrapolation=false) const |
| Real | secondDerivative (Real x, bool allowExtrapolation=false) const |
| Real | xMin () const |
| Real | xMax () const |
| bool | isInRange (Real x) const |
| void | update () |
Public Member Functions inherited from Extrapolator | |
| void | enableExtrapolation (bool b=true) |
| enable extrapolation in subsequent calls | |
| void | disableExtrapolation (bool b=true) |
| disable extrapolation in subsequent calls | |
| bool | allowsExtrapolation () const |
| tells whether extrapolation is enabled | |
Inspectors | |
| Real | a () const |
| Real | b () const |
| Real | c () const |
| Real | d () const |
| std::vector< Real > | k () const |
| Real | rmsError () const |
| Real | maxError () const |
| EndCriteria::Type | endCriteria () |
| template<class I1 > | |
| Real | k (Time t, const I1 &xBegin, const I1 &xEnd) const |
Additional Inherited Members | |
Public Types inherited from Interpolation | |
| typedef Real | argument_type |
| typedef Real | result_type |
Protected Member Functions inherited from Interpolation | |
| void | checkRange (Real x, bool extrapolate) const |
Protected Attributes inherited from Interpolation | |
| boost::shared_ptr< Impl > | impl_ |
Abcd interpolation between discrete points.
| AbcdInterpolation | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin, | ||
| Real | a = -0.06, |
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| Real | b = 0.17, |
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| Real | c = 0.54, |
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| Real | d = 0.17, |
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| bool | aIsFixed = false, |
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| bool | bIsFixed = false, |
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| bool | cIsFixed = false, |
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| bool | dIsFixed = false, |
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| bool | vegaWeighted = false, |
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| const boost::shared_ptr< EndCriteria > & | endCriteria = boost::shared_ptr<EndCriteria>(), |
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| const boost::shared_ptr< OptimizationMethod > & | optMethod = boost::shared_ptr<OptimizationMethod>() |
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| ) |
Constructor