QuantLib: Interpolation::templateImpl< I1, I2 > Class Template Reference

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

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Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
Interpolation::templateImpl< I1, I2 > Class Template Reference

basic template implementation More...

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

Inheritance diagram for Interpolation::templateImpl< I1, I2 >:
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## Public Member Functions
| templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const int requiredPoints=2)
Real | xMin () const
Real | xMax () const
std::vector< Real > | xValues () const
std::vector< Real > | yValues () const
bool | isInRange (Real x) const
Public Member Functions inherited from Interpolation::Impl
virtual void | update ()=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

## Protected Member Functions
Size | locate (Real x) const

## Protected Attributes
I1 | xBegin_
I1 | xEnd_
I2 | yBegin_

## Detailed Description

### template<class I1, class I2>
class QuantLib::Interpolation::templateImpl< I1, I2 >

basic template implementation