Abcd interpolation between discrete points. More...
#include <ql/math/interpolations/abcdinterpolation.hpp>
 Inheritance diagram for AbcdInterpolation:
 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, | ||
| 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>() | ||
| ) | 
Constructor