QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
BackwardflatLinearInterpolation Class Reference

#include <ql/math/interpolations/backwardflatlinearinterpolation.hpp>

+ Inheritance diagram for BackwardflatLinearInterpolation:

Public Member Functions

template<class I1 , class I2 , class M >
 BackwardflatLinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData)
 
- Public Member Functions inherited from Interpolation2D
Real operator() (Real x, Real y, bool allowExtrapolation=false) const
 
Real xMin () const
 
Real xMax () const
 
std::vector< RealxValues () const
 
Size locateX (Real x) const
 
Real yMin () const
 
Real yMax () const
 
std::vector< RealyValues () const
 
Size locateY (Real y) const
 
const MatrixzData () const
 
bool isInRange (Real x, Real y) 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
 

Additional Inherited Members

- Public Types inherited from Interpolation2D
typedef Real first_argument_type
 
typedef Real second_argument_type
 
typedef Real result_type
 
- Protected Member Functions inherited from Interpolation2D
void checkRange (Real x, Real y, bool extrapolate) const
 
- Protected Attributes inherited from Interpolation2D
ext::shared_ptr< Implimpl_
 

Detailed Description

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

Constructor & Destructor Documentation

◆ BackwardflatLinearInterpolation()

BackwardflatLinearInterpolation ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin,
const I2 &  yEnd,
const M &  zData 
)
Precondition
the \( x \) and \( y \) values must be sorted.