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

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

+ Inheritance diagram for LagrangeInterpolation:

Public Member Functions

template<class I1 , class I2 >
 LagrangeInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)
 
Real value (const Array &y, Real x) const
 
- 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
 

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< Implimpl_
 

Detailed Description

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