Search
Preparing search index...
The search index is not available
quantlib.js
Options
All
Public
Public/Protected
All
Inherited
Externals
Only exported
Menu
Globals
"ql/math/interpolations/abcdinterpolation"
AbcdInterpolationImpl
Class AbcdInterpolationImpl
Hierarchy
AbcdCoeffHolderInterpolationtemplateImpl
AbcdInterpolationImpl
Implements
AbcdCoeffHolder
templateImpl
Index
Constructors
constructor
Properties
_a
_a
IsFixed
_abcd
Calibrator
_abcd
End
Criteria
_b
_b
IsFixed
_c
_c
IsFixed
_d
_d
IsFixed
_end
Criteria
_error
_k
_max
Error
_opt
Method
_vega
Weighted
_x
_x
Begin
_x
End
_y
_y
Begin
init
is
InRange
locate
ti
Init
value2
x
Max
x
Min
x
Values
y
Values
Methods
derivative
k
primitive
second
Derivative
update
value1
Constructors
constructor
new
Abcd
Interpolation
Impl
(
x
:
Real
[]
, xBegin
:
Size
, xEnd
:
Size
, y
:
Real
[]
, yBegin
:
Size
, a
:
Real
, b
:
Real
, c
:
Real
, d
:
Real
, aIsFixed
:
boolean
, bIsFixed
:
boolean
, cIsFixed
:
boolean
, dIsFixed
:
boolean
, vegaWeighted
:
boolean
, endCriteria
:
EndCriteria
, optMethod
:
OptimizationMethod
)
:
AbcdInterpolationImpl
Parameters
x:
Real
[]
xBegin:
Size
xEnd:
Size
y:
Real
[]
yBegin:
Size
a:
Real
b:
Real
c:
Real
d:
Real
aIsFixed:
boolean
bIsFixed:
boolean
cIsFixed:
boolean
dIsFixed:
boolean
vegaWeighted:
boolean
endCriteria:
EndCriteria
optMethod:
OptimizationMethod
Returns
AbcdInterpolationImpl
Properties
_a
_a
:
Real
_a
IsFixed
_a
IsFixed
:
boolean
Private
_abcd
Calibrator
_abcd
Calibrator
:
AbcdCalibration
_abcd
End
Criteria
_abcd
End
Criteria
:
Type
_b
_b
:
Real
_b
IsFixed
_b
IsFixed
:
boolean
_c
_c
:
Real
_c
IsFixed
_c
IsFixed
:
boolean
_d
_d
:
Real
_d
IsFixed
_d
IsFixed
:
boolean
Private
_end
Criteria
_end
Criteria
:
EndCriteria
_error
_error
:
Real
_k
_k
:
Real
[]
_max
Error
_max
Error
:
Real
Private
_opt
Method
_opt
Method
:
OptimizationMethod
Private
_vega
Weighted
_vega
Weighted
:
boolean
_x
_x
:
Real
[]
_x
Begin
_x
Begin
:
Size
_x
End
_x
End
:
Size
_y
_y
:
Real
[]
_y
Begin
_y
Begin
:
Size
init
init
:
(
a
:
Real
, b
:
Real
, c
:
Real
, d
:
Real
, aIsFixed
:
boolean
, bIsFixed
:
boolean
, cIsFixed
:
boolean
, dIsFixed
:
boolean
)
=>
AbcdCoeffHolder
Type declaration
(
a
:
Real
, b
:
Real
, c
:
Real
, d
:
Real
, aIsFixed
:
boolean
, bIsFixed
:
boolean
, cIsFixed
:
boolean
, dIsFixed
:
boolean
)
:
AbcdCoeffHolder
Parameters
a:
Real
b:
Real
c:
Real
d:
Real
aIsFixed:
boolean
bIsFixed:
boolean
cIsFixed:
boolean
dIsFixed:
boolean
Returns
AbcdCoeffHolder
is
InRange
is
InRange
:
(
x
:
Real
)
=>
boolean
Type declaration
(
x
:
Real
)
:
boolean
Parameters
x:
Real
Returns
boolean
locate
locate
:
(
x
:
Real
)
=>
Size
Type declaration
(
x
:
Real
)
:
Size
Parameters
x:
Real
Returns
Size
ti
Init
ti
Init
:
(
x
:
Real
[]
, xBegin
:
Size
, xEnd
:
Size
, y
:
Real
[]
, yBegin
:
Size
, requiredPoints
?:
Integer
)
=>
templateImpl
Type declaration
(
x
:
Real
[]
, xBegin
:
Size
, xEnd
:
Size
, y
:
Real
[]
, yBegin
:
Size
, requiredPoints
?:
Integer
)
:
templateImpl
Parameters
x:
Real
[]
xBegin:
Size
xEnd:
Size
y:
Real
[]
yBegin:
Size
Optional
requiredPoints:
Integer
Returns
templateImpl
value2
value2
:
(
y
:
Real
[]
, x
:
Real
)
=>
Real
Type declaration
(
y
:
Real
[]
, x
:
Real
)
:
Real
Parameters
y:
Real
[]
x:
Real
Returns
Real
x
Max
x
Max
:
(
)
=>
Real
Type declaration
(
)
:
Real
Returns
Real
x
Min
x
Min
:
(
)
=>
Real
Type declaration
(
)
:
Real
Returns
Real
x
Values
x
Values
:
(
)
=>
Real
[]
Type declaration
(
)
:
Real
[]
Returns
Real
[]
y
Values
y
Values
:
(
)
=>
Real
[]
Type declaration
(
)
:
Real
[]
Returns
Real
[]
Methods
derivative
derivative
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
k
k
(
t
:
Time
)
:
Real
Parameters
t:
Time
Returns
Real
primitive
primitive
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
second
Derivative
second
Derivative
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
update
update
(
)
:
void
Returns
void
value1
value1
(
x
:
Real
)
:
Real
Parameters
x:
Real
Returns
Real
Globals
"ql/math/interpolations/abcdinterpolation"
Abcd
Abcd
Interpolation
Abcd
Interpolation
Impl
constructor
_a
_a
IsFixed
_abcd
Calibrator
_abcd
End
Criteria
_b
_b
IsFixed
_c
_c
IsFixed
_d
_d
IsFixed
_end
Criteria
_error
_k
_max
Error
_opt
Method
_vega
Weighted
_x
_x
Begin
_x
End
_y
_y
Begin
init
is
InRange
locate
ti
Init
value2
x
Max
x
Min
x
Values
y
Values
derivative
k
primitive
second
Derivative
update
value1