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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2007 Giorgio Facchinetti
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
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.quantlib.org/license.shtml>.
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.
*/
/*! \file flatextrapolation2d.hpp
\brief abstract base classes for 2-D flat extrapolations
*/
#ifndef quantlib_flatextrapolation2D_hpp
#define quantlib_flatextrapolation2D_hpp
#include <ql/math/interpolations/interpolation2d.hpp>
#include <utility>
namespace QuantLib {
/*! \ingroup interpolations
\warning See the Interpolation class for information about the
required lifetime of the underlying data.
*/
class FlatExtrapolator2D : public Interpolation2D {
public:
FlatExtrapolator2D(const ext::shared_ptr<Interpolation2D>& decoratedInterpolation) {
impl_ = ext::shared_ptr<Interpolation2D::Impl>(
new FlatExtrapolator2DImpl(decoratedInterpolation));
}
protected:
class FlatExtrapolator2DImpl: public Interpolation2D::Impl{
public:
FlatExtrapolator2DImpl(ext::shared_ptr<Interpolation2D> decoratedInterpolation)
: decoratedInterp_(std::move(decoratedInterpolation)) {
FlatExtrapolator2DImpl::calculate();
}
Real xMin() const override { return decoratedInterp_->xMin(); }
Real xMax() const override { return decoratedInterp_->xMax(); }
std::vector<Real> xValues() const override { return decoratedInterp_->xValues(); }
Size locateX(Real x) const override { return decoratedInterp_->locateX(x); }
Real yMin() const override { return decoratedInterp_->yMin(); }
Real yMax() const override { return decoratedInterp_->yMax(); }
std::vector<Real> yValues() const override { return decoratedInterp_->yValues(); }
Size locateY(Real y) const override { return decoratedInterp_->locateY(y); }
const Matrix& zData() const override { return decoratedInterp_->zData(); }
bool isInRange(Real x, Real y) const override {
return decoratedInterp_->isInRange(x,y);
}
void update() {
decoratedInterp_->update();
}
void calculate() override {}
Real value(Real x, Real y) const override {
x = bindX(x);
y = bindY(y);
return (*decoratedInterp_)(x,y);
}
private:
ext::shared_ptr<Interpolation2D> decoratedInterp_;
Real bindX(Real x) const {
if(x < xMin())
return xMin();
if (x > xMax())
return xMax();
return x;
}
Real bindY(Real y) const {
if(y < yMin())
return yMin();
if (y > yMax())
return yMax();
return y;
}
};
};
}
#endif
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