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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a></div>
<h1>Interpolation Class Reference</h1><!-- doxytag: class="QuantLib::Interpolation" --><!-- doxytag: inherits="QuantLib::Extrapolator" --><code>#include <ql/math/interpolation.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for Interpolation:</div>
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<p><center><img src="class_quant_lib_1_1_interpolation__inherit__graph.png" border="0" usemap="#_interpolation__inherit__map" alt="Inheritance graph"></center>
<map name="_interpolation__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_backward_flat_interpolation.html" title="Backward-flat interpolation between discrete points." alt="" coords="309,5,499,32"><area shape="rect" href="class_quant_lib_1_1_cubic_spline_interpolation.html" title="Cubic spline interpolation between discrete points." alt="" coords="316,56,492,83"><area shape="rect" href="class_quant_lib_1_1_forward_flat_interpolation.html" title="Forward-flat interpolation between discrete points." alt="" coords="315,107,493,133"><area shape="rect" href="class_quant_lib_1_1_linear_interpolation.html" title="Linear interpolation between discrete points" alt="" coords="333,157,475,184"><area shape="rect" href="class_quant_lib_1_1_log_cubic_interpolation.html" title="log-cubic interpolation between discrete points" alt="" coords="323,208,485,235"><area shape="rect" href="class_quant_lib_1_1_log_linear_interpolation.html" title="log-linear interpolation between discrete points" alt="" coords="321,259,487,285"><area shape="rect" href="class_quant_lib_1_1_s_a_b_r_interpolation.html" title="SABR smile interpolation between discrete volatility points." alt="" coords="335,309,473,336"><area shape="rect" href="class_quant_lib_1_1_extrapolator.html" title="base class for classes possibly allowing extrapolation" alt="" coords="7,157,108,184"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_interpolation-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
base class for 1-D interpolations.
<p>
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. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f498733f2fd0abef2f5f1071a1b9354a"></a><!-- doxytag: member="QuantLib::Interpolation::argument_type" ref="f498733f2fd0abef2f5f1071a1b9354a" args="" -->
typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>argument_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd4b619e88e62e8c704bc850340fc078"></a><!-- doxytag: member="QuantLib::Interpolation::result_type" ref="bd4b619e88e62e8c704bc850340fc078" args="" -->
typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c6e61de369e994009e36f344f99c15ad"></a><!-- doxytag: member="QuantLib::Interpolation::empty" ref="c6e61de369e994009e36f344f99c15ad" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c180804bcc9bccca4deca3246968e4f3"></a><!-- doxytag: member="QuantLib::Interpolation::operator()" ref="c180804bcc9bccca4deca3246968e4f3" args="(Real x, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="61e81104809d2137d59ace5e6c0688d0"></a><!-- doxytag: member="QuantLib::Interpolation::primitive" ref="61e81104809d2137d59ace5e6c0688d0" args="(Real x, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>primitive</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="762f31d09f9c70ceffb183248d3ef8ba"></a><!-- doxytag: member="QuantLib::Interpolation::derivative" ref="762f31d09f9c70ceffb183248d3ef8ba" args="(Real x, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>derivative</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a261e6fbcb8c5436d3bb791e2b94f7b9"></a><!-- doxytag: member="QuantLib::Interpolation::secondDerivative" ref="a261e6fbcb8c5436d3bb791e2b94f7b9" args="(Real x, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>secondDerivative</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e464439f613889645330b4fefbf66ab2"></a><!-- doxytag: member="QuantLib::Interpolation::xMin" ref="e464439f613889645330b4fefbf66ab2" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMin</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5bfc70b2ea8397a47c13cbfe397345b"></a><!-- doxytag: member="QuantLib::Interpolation::xMax" ref="c5bfc70b2ea8397a47c13cbfe397345b" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMax</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="065ac2d8b15048bb846f8fddc789c46b"></a><!-- doxytag: member="QuantLib::Interpolation::isInRange" ref="065ac2d8b15048bb846f8fddc789c46b" args="(Real x) const " -->
bool </td><td class="memItemRight" valign="bottom"><b>isInRange</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::Interpolation::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>update</b> ()</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1128d789d8186b63cb7f9ab2d6d0402"></a><!-- doxytag: member="QuantLib::Interpolation::checkRange" ref="b1128d789d8186b63cb7f9ab2d6d0402" args="(Real x, bool extrapolate) const " -->
void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool extrapolate) const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a593fa134416a954928e323a5175af7d"></a><!-- doxytag: member="QuantLib::Interpolation::impl_" ref="a593fa134416a954928e323a5175af7d" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interpolation_1_1_impl.html">Impl</a> > </td><td class="memItemRight" valign="bottom"><b>impl_</b></td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation_1_1_impl.html">Impl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">abstract base class for interpolation implementations <a href="class_quant_lib_1_1_interpolation_1_1_impl.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation_1_1template_impl.html">templateImpl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">basic template implementation <a href="class_quant_lib_1_1_interpolation_1_1template_impl.html#_details">More...</a><br></td></tr>
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