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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
// $Id: Interpolation.i,v 1.8 2002/03/12 11:27:30 nando Exp $
#ifndef quantlib_interpolation_i
#define quantlib_interpolation_i
%include QLArray.i
%{
using QuantLib::Handle;
using QuantLib::Math::Interpolation;
using QuantLib::Math::LinearInterpolation;
using QuantLib::Math::CubicSpline;
using QuantLib::Array;
typedef Handle<Interpolation<Array::const_iterator, Array::const_iterator> >
InterpolationHandle;
typedef Handle<LinearInterpolation<Array::const_iterator, Array::const_iterator> >
LinearInterpolationHandle;
typedef Handle<CubicSpline<Array::const_iterator, Array::const_iterator> >
CubicSplineInterpolationHandle;
%}
// export Handle<Interpolation>
%name(Interpolation) class InterpolationHandle {
public:
// no constructor - forbid explicit construction
~InterpolationHandle();
};
// replicate the Interpolation interface
%addmethods InterpolationHandle {
void crash() {}
double __call__(double x) {
return (**self)(x);
}
};
// actual interpolations
%name(LinearInterpolation)
class LinearInterpolationHandle : public InterpolationHandle {
public:
// constructor redefined below
~LinearInterpolationHandle();
};
%addmethods LinearInterpolationHandle {
void crash() {}
LinearInterpolationHandle(const Array& x, const Array& y, bool allowExtrapolation) {
return new LinearInterpolationHandle(
new LinearInterpolation<Array::const_iterator,Array::const_iterator>(
x.begin(),x.end(),y.begin(), allowExtrapolation));
}
}
%name(CubicSpline)
class CubicSplineInterpolationHandle : public InterpolationHandle {
public:
// constructor redefined below
~CubicSplineInterpolationHandle();
};
%addmethods CubicSplineInterpolationHandle {
void crash() {}
CubicSplineInterpolationHandle(const Array& x, const Array& y, bool allowExtrapolation) {
return new CubicSplineInterpolationHandle(
new CubicSpline<Array::const_iterator,Array::const_iterator>(
x.begin(),x.end(),y.begin(), allowExtrapolation));
}
}
#endif
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