QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | Static Public Attributes | List of all members
MixedLinearCubic Class Reference

mixed linear/cubic interpolation factory and traits More...

#include <ql/math/interpolations/mixedinterpolation.hpp>

Public Member Functions

 MixedLinearCubic (Size n, MixedInterpolation::Behavior behavior, CubicInterpolation::DerivativeApprox da, bool monotonic=true, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)
 
QL_DEPRECATED MixedLinearCubic (Size n, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)
 
template<class I1 , class I2 >
Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const
 

Static Public Attributes

static const bool global = true
 
static const Size requiredPoints = 3
 

Detailed Description

mixed linear/cubic interpolation factory and traits

Constructor & Destructor Documentation

QL_DEPRECATED MixedLinearCubic ( Size  n,
CubicInterpolation::DerivativeApprox  da,
bool  monotonic,
CubicInterpolation::BoundaryCondition  leftCondition = CubicInterpolation::SecondDerivative,
Real  leftConditionValue = 0.0,
CubicInterpolation::BoundaryCondition  rightCondition = CubicInterpolation::SecondDerivative,
Real  rightConditionValue = 0.0 
)
Deprecated:
Use the other constructor