Interpolation Class Reference

#include <ql/Math/interpolation.hpp>

Inheritance diagram for Interpolation:

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List of all members.

Detailed Description

base class for 1-D interpolations.

Classes derived from this class will provide interpolated values from two sequences of equal length, representing discretized values of a variable and a function of the former, respectively.


Public Types

typedef Real argument_type
typedef Real result_type

Public Member Functions

Real operator() (Real x, bool allowExtrapolation=false) const
Real primitive (Real x, bool allowExtrapolation=false) const
Real derivative (Real x, bool allowExtrapolation=false) const
Real secondDerivative (Real x, bool allowExtrapolation=false) const
Real xMin () const
Real xMax () const
bool isInRange (Real x) const

Protected Member Functions

void checkRange (Real x, bool allowExtrapolation) const


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