QuantLib: Interpolation::Impl Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
Interpolation::Impl Class Referenceabstract

abstract base class for interpolation implementations More...

`#include <ql/math/interpolation.hpp>`

Inheritance diagram for Interpolation::Impl:
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## Public Member Functions
virtual void | update ()=0
virtual Real | xMin () const =0
virtual Real | xMax () const =0
virtual std::vector< Real > | xValues () const =0
virtual std::vector< Real > | yValues () const =0
virtual bool | isInRange (Real) const =0
virtual Real | value (Real) const =0
virtual Real | primitive (Real) const =0
virtual Real | derivative (Real) const =0
virtual Real | secondDerivative (Real) const =0

## Detailed Description

abstract base class for interpolation implementations