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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: LagrangeInterpolation Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_lagrange_interpolation.html">LagrangeInterpolation</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_lagrange_interpolation-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">LagrangeInterpolation Class Reference<div class="ingroups"><a class="el" href="group__math.html">Math tools</a> » <a class="el" href="group__interpolations.html">1-D Interpolations and corresponding traits</a></div></div> </div>
</div><!--header-->
<div class="contents">
<p><code>#include <ql/math/interpolations/lagrangeinterpolation.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for LagrangeInterpolation:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_lagrange_interpolation__inherit__graph.png" border="0" usemap="#a_lagrange_interpolation_inherit__map" alt="Inheritance graph"/></div>
<map name="_lagrange_interpolation_inherit__map" id="a_lagrange_interpolation_inherit__map">
<area shape="rect" title=" " alt="" coords="5,155,152,181"/>
<area shape="rect" href="class_quant_lib_1_1_interpolation.html" title="base class for 1-D interpolations." alt="" coords="32,80,125,107"/>
<area shape="rect" href="class_quant_lib_1_1_extrapolator.html" title="base class for classes possibly allowing extrapolation" alt="" coords="33,5,125,32"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ade318a572f7554a6135ba1b2cd719a6b"><td class="memTemplParams" colspan="2"><a id="ade318a572f7554a6135ba1b2cd719a6b"></a>
template<class I1 , class I2 > </td></tr>
<tr class="memitem:ade318a572f7554a6135ba1b2cd719a6b"><td class="memTemplItemLeft" align="right" valign="top"> </td><td class="memTemplItemRight" valign="bottom"><b>LagrangeInterpolation</b> (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)</td></tr>
<tr class="separator:ade318a572f7554a6135ba1b2cd719a6b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6ede4e9827342144a10eefcecfde0e2"><td class="memItemLeft" align="right" valign="top"><a id="aa6ede4e9827342144a10eefcecfde0e2"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>value</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &y, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const</td></tr>
<tr class="separator:aa6ede4e9827342144a10eefcecfde0e2"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_interpolation"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_interpolation')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a></td></tr>
<tr class="memitem:a644718bb2fb240de962dc3c9a1fdf0dc inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="a644718bb2fb240de962dc3c9a1fdf0dc"></a>
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const</td></tr>
<tr class="separator:a644718bb2fb240de962dc3c9a1fdf0dc inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae6f9e73b24954e89c9f4d018f13849e0 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="ae6f9e73b24954e89c9f4d018f13849e0"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const</td></tr>
<tr class="separator:ae6f9e73b24954e89c9f4d018f13849e0 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae8fd72d9758f5f356d500360ff1ddccd inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="ae8fd72d9758f5f356d500360ff1ddccd"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>primitive</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const</td></tr>
<tr class="separator:ae8fd72d9758f5f356d500360ff1ddccd inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a388d2f0db741b4201abbf1f6b93607af inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="a388d2f0db741b4201abbf1f6b93607af"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>derivative</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const</td></tr>
<tr class="separator:a388d2f0db741b4201abbf1f6b93607af inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a23ad10ac497463bd5a56ffca7bb111d6 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="a23ad10ac497463bd5a56ffca7bb111d6"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>secondDerivative</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const</td></tr>
<tr class="separator:a23ad10ac497463bd5a56ffca7bb111d6 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5efece7d663758ca3990448aa8e69bc7 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="a5efece7d663758ca3990448aa8e69bc7"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMin</b> () const</td></tr>
<tr class="separator:a5efece7d663758ca3990448aa8e69bc7 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7f70132c816636eee187ed4022f7c6c7 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="a7f70132c816636eee187ed4022f7c6c7"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMax</b> () const</td></tr>
<tr class="separator:a7f70132c816636eee187ed4022f7c6c7 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:afeb17572ccefb58fd8c237955f4101c0 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="afeb17572ccefb58fd8c237955f4101c0"></a>
bool </td><td class="memItemRight" valign="bottom"><b>isInRange</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const</td></tr>
<tr class="separator:afeb17572ccefb58fd8c237955f4101c0 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="ac5c54df7ed3b930268c8d7752c101725"></a>
void </td><td class="memItemRight" valign="bottom"><b>update</b> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_extrapolator"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_extrapolator')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td></tr>
<tr class="memitem:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="ae60e793a77f44a9c022b103458fa993c"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#ae60e793a77f44a9c022b103458fa993c">enableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">enable extrapolation in subsequent calls <br /></td></tr>
<tr class="separator:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="abab5047522a68771f2b1d51d1ac78383"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#abab5047522a68771f2b1d51d1ac78383">disableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">disable extrapolation in subsequent calls <br /></td></tr>
<tr class="separator:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="a323f875818fddd62a1c56c25ddaee418"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#a323f875818fddd62a1c56c25ddaee418">allowsExtrapolation</a> () const</td></tr>
<tr class="memdesc:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">tells whether extrapolation is enabled <br /></td></tr>
<tr class="separator:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_interpolation"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_interpolation')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a></td></tr>
<tr class="memitem:af498733f2fd0abef2f5f1071a1b9354a inherit pub_types_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="af498733f2fd0abef2f5f1071a1b9354a"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>argument_type</b></td></tr>
<tr class="separator:af498733f2fd0abef2f5f1071a1b9354a inherit pub_types_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abd4b619e88e62e8c704bc850340fc078 inherit pub_types_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="abd4b619e88e62e8c704bc850340fc078"></a>
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
<tr class="separator:abd4b619e88e62e8c704bc850340fc078 inherit pub_types_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_interpolation"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_interpolation')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a></td></tr>
<tr class="memitem:af7f8e2474e4f230aa86ecf714b9d87d4 inherit pro_methods_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="af7f8e2474e4f230aa86ecf714b9d87d4"></a>
void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool extrapolate) const</td></tr>
<tr class="separator:af7f8e2474e4f230aa86ecf714b9d87d4 inherit pro_methods_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_interpolation"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_interpolation')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a></td></tr>
<tr class="memitem:ac29a938cdc70db8abcde7a84fe62f9b4 inherit pro_attribs_class_quant_lib_1_1_interpolation"><td class="memItemLeft" align="right" valign="top"><a id="ac29a938cdc70db8abcde7a84fe62f9b4"></a>
ext::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 class="separator:ac29a938cdc70db8abcde7a84fe62f9b4 inherit pro_attribs_class_quant_lib_1_1_interpolation"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000094">Warning:</a></b></dt><dd>See the <a class="el" href="class_quant_lib_1_1_interpolation.html" title="base class for 1-D interpolations.">Interpolation</a> class for information about the required lifetime of the underlying data. </dd></dl>
</div></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|