1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>LogCubic Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_log_cubic.html">LogCubic</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="#pub-static-attribs">Static Public Attributes</a> </div>
<div class="headertitle">
<div class="title">LogCubic Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::LogCubic" -->
<p>log-cubic interpolation factory and traits
<a href="class_quant_lib_1_1_log_cubic.html#details">More...</a></p>
<p><code>#include <ql/math/interpolations/loginterpolation.hpp></code></p>
<p><a href="class_quant_lib_1_1_log_cubic-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af1ffb206e7367aab7d9541404e73c05f"></a><!-- doxytag: member="QuantLib::LogCubic::LogCubic" ref="af1ffb206e7367aab7d9541404e73c05f" args="(CubicInterpolation::DerivativeApprox da, bool monotonic=true, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)" -->
 </td><td class="memItemRight" valign="bottom"><b>LogCubic</b> (<a class="el" href="class_quant_lib_1_1_cubic_interpolation.html#aeccb633d9226f37b800589483ea2f0f6">CubicInterpolation::DerivativeApprox</a> da, bool monotonic=true, <a class="el" href="class_quant_lib_1_1_cubic_interpolation.html#af3393571fa8a8daa4ee5c06613b26555">CubicInterpolation::BoundaryCondition</a> leftCondition=<a class="el" href="class_quant_lib_1_1_cubic_interpolation.html#af3393571fa8a8daa4ee5c06613b26555a23de8c854eb282410ba10963837c94b5">CubicInterpolation::SecondDerivative</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> leftConditionValue=0.0, <a class="el" href="class_quant_lib_1_1_cubic_interpolation.html#af3393571fa8a8daa4ee5c06613b26555">CubicInterpolation::BoundaryCondition</a> rightCondition=<a class="el" href="class_quant_lib_1_1_cubic_interpolation.html#af3393571fa8a8daa4ee5c06613b26555a23de8c854eb282410ba10963837c94b5">CubicInterpolation::SecondDerivative</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rightConditionValue=0.0)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="a51dd5c56d90da172e213d17a6d74550c"></a><!-- doxytag: member="QuantLib::LogCubic::interpolate" ref="a51dd5c56d90da172e213d17a6d74550c" args="(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const " -->
template<class I1 , class I2 > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a> </td><td class="memTemplItemRight" valign="bottom"><b>interpolate</b> (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const </td></tr>
<tr><td colspan="2"><h2><a name="pub-static-attribs"></a>
Static Public Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a288e578670054bd80e88dffe71d28b7b"></a><!-- doxytag: member="QuantLib::LogCubic::global" ref="a288e578670054bd80e88dffe71d28b7b" args="" -->
static const bool </td><td class="memItemRight" valign="bottom"><b>global</b> = true</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abe404d63ad88b3b804b458aa23052be5"></a><!-- doxytag: member="QuantLib::LogCubic::requiredPoints" ref="abe404d63ad88b3b804b458aa23052be5" args="" -->
static const <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>requiredPoints</b> = 2</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>log-cubic interpolation factory and traits </p>
</div></div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|
