Interpolation Class Reference

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

#include <ql/math/interpolation.hpp>

Inheritance diagram for Interpolation:

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
ext::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.

Warning:

Interpolations don't copy their underlying data; instead, they store iterators through which they access them. This allow them to see changes in the underlying data without having to propagate them manually, but adds the requirement that the lifetime of the underlying data exceeds or equals the lifetime of the interpolation. It is up to the user to ensure this: usually, a class will store as data members both the data and the interpolation (see, e.g., the InterpolatedCurve class) and call the update() method on the latter when the data change.