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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<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>
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<a href="#pub-methods">Public Member Functions</a> |
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<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>
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<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>
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<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"/>
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<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>
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<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>
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