QuantLib: Interpolation Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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Interpolation Class Reference

base class for 1-D interpolations. More...

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

Inheritance diagram for Interpolation:
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## Classes
class | Impl
| abstract base class for interpolation implementations More...
class | templateImpl
| basic template implementation More...

## Public Types
typedef Real | argument_type
typedef Real | result_type

## Public Member Functions
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

## Protected Member Functions
void | checkRange (Real x, bool extrapolate) const

## Protected Attributes
boost::shared_ptr< Impl > | impl_

## Detailed Description

base class for 1-D interpolations.

Classes derived from this class will provide interpolated values from two sequences of equal length, representing discretized values of a variable and a function of the former, respectively.