QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
Interpolation::templateImpl< I1, I2 > Class Template Reference

basic template implementation More...

#include <ql/math/interpolation.hpp>

+ Inheritance diagram for Interpolation::templateImpl< I1, I2 >:

Public Member Functions

 templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const int requiredPoints=2)
 
Real xMin () const
 
Real xMax () const
 
std::vector< RealxValues () const
 
std::vector< RealyValues () const
 
bool isInRange (Real x) const
 
- Public Member Functions inherited from Interpolation::Impl
virtual void update ()=0
 
virtual Real value (Real) const =0
 
virtual Real primitive (Real) const =0
 
virtual Real derivative (Real) const =0
 
virtual Real secondDerivative (Real) const =0
 

Protected Member Functions

Size locate (Real x) const
 

Protected Attributes

I1 xBegin_
 
I1 xEnd_
 
I2 yBegin_
 

Detailed Description

template<class I1, class I2>
class QuantLib::Interpolation::templateImpl< I1, I2 >

basic template implementation