QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

Interpolation Class Template Reference #include <interpolation.hpp> Inheritance diagram for Interpolation: [legend]List of all members. Detailed Description template<class RandomAccessIterator1, class RandomAccessIterator2> class QuantLib::Math::Interpolation< RandomAccessIterator1, RandomAccessIterator2 > abstract base class for 1-D interpolations Classes derived from this class will override operator() to provide interpolated values from two sequences of equal length, representing discretized values of a variable and a function of the former, respectively. Public Member Functions   Interpolation (const RandomAccessIterator1 &xBegin, const RandomAccessIterator1 &xEnd, const RandomAccessIterator2 &yBegin) virtual result_type  operator() (const argument_type &x, bool allowExtrapolation=false) const=0 Public Attributes typedef< RandomAccessIterator1 >::value_type  argument_type typedef< RandomAccessIterator2 >::value_type  result_type Protected Member Functions void  locate (const argument_type &x) const Protected Attributes bool  isOutOfRange_ RandomAccessIterator1  position_ RandomAccessIterator1  xBegin_ RandomAccessIterator1  xEnd_ RandomAccessIterator2  yBegin_ Size  n_ Member Function Documentation virtual result_type operator() (  const argument_type &  x, bool  allowExtrapolation = false )  const [pure virtual]   This operator must be overridden to provide an implementation of the actual interpolation. Precondition: The sequence of values for x must have been sorted for the result to make sense. Implemented in CubicSpline, LinearInterpolation, LogLinearInterpolation, and LinearInterpolation< RandomAccessIterator1, typename std::vector< result_type >::const_iterator >. The documentation for this class was generated from the following file: ql/Math/interpolation.hpp

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