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 ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::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
ext::shared_ptr< Impl >	impl_

Detailed Description

Abcd interpolation between discrete points.

Warning:: See the Interpolation class for information about the required lifetime of the underlying data.

Constructor & Destructor Documentation

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 ext::shared_ptr< EndCriteria > &	endCriteria = `ext::shared_ptr<EndCriteria>()`,
		const ext::shared_ptr< OptimizationMethod > &	optMethod = `ext::shared_ptr<OptimizationMethod>()`
	)

Constructor