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/cubicinterpolation"
CubicInterpolationImpl
Class CubicInterpolationImpl
Hierarchy
CoefficientHolderInterpolationtemplateImpl
CubicInterpolationImpl
Implements
CoefficientHolder
templateImpl
Index
Constructors
constructor
Properties
_L
_S
_a
_b
_c
_da
_dx
_left
Type
_left
Value
_monotonic
_monotonicity
Adjustments
_n
_primitive
Const
_right
Type
_right
Value
_tmp
_x
_x
Begin
_x
End
_y
_y
Begin
init
is
InRange
locate
ti
Init
value2
x
Max
x
Min
x
Values
y
Values
Methods
cubic
Interpolating
Polynomial
Derivative
derivative
primitive
second
Derivative
update
value1
Constructors
constructor
new
Cubic
Interpolation
Impl
(
x
:
Real
[]
, xBegin
:
Size
, xEnd
:
Size
, y
:
Real
[]
, yBegin
:
Size
, da
:
DerivativeApprox
, monotonic
:
boolean
, leftCondition
:
BoundaryCondition
, leftConditionValue
:
Real
, rightCondition
:
BoundaryCondition
, rightConditionValue
:
Real
)
:
CubicInterpolationImpl
Parameters
x:
Real
[]
xBegin:
Size
xEnd:
Size
y:
Real
[]
yBegin:
Size
da:
DerivativeApprox
monotonic:
boolean
leftCondition:
BoundaryCondition
leftConditionValue:
Real
rightCondition:
BoundaryCondition
rightConditionValue:
Real
Returns
CubicInterpolationImpl
Properties
Private
_L
_L
:
TridiagonalOperator
Private
_S
_S
:
Real
[]
_a
_a
:
Real
[]
_b
_b
:
Real
[]
_c
_c
:
Real
[]
Private
_da
_da
:
DerivativeApprox
Private
_dx
_dx
:
Real
[]
Private
_left
Type
_left
Type
:
BoundaryCondition
Private
_left
Value
_left
Value
:
Real
Private
_monotonic
_monotonic
:
boolean
_monotonicity
Adjustments
_monotonicity
Adjustments
:
boolean
[]
_n
_n
:
Size
_primitive
Const
_primitive
Const
:
Real
[]
Private
_right
Type
_right
Type
:
BoundaryCondition
Private
_right
Value
_right
Value
:
Real
Private
_tmp
_tmp
:
Real
[]
_x
_x
:
Real
[]
_x
Begin
_x
Begin
:
Size
_x
End
_x
End
:
Size
_y
_y
:
Real
[]
_y
Begin
_y
Begin
:
Size
init
init
:
(
n
:
Size
)
=>
CoefficientHolder
Type declaration
(
n
:
Size
)
:
CoefficientHolder
Parameters
n:
Size
Returns
CoefficientHolder
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
Private
cubic
Interpolating
Polynomial
Derivative
cubic
Interpolating
Polynomial
Derivative
(
a
:
Real
, b
:
Real
, c
:
Real
, d
:
Real
, u
:
Real
, v
:
Real
, w
:
Real
, z
:
Real
, x
:
Real
)
:
Real
Parameters
a:
Real
b:
Real
c:
Real
d:
Real
u:
Real
v:
Real
w:
Real
z:
Real
x:
Real
Returns
Real
derivative
derivative
(
x
:
Real
)
:
Real
Parameters
x:
Real
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/cubicinterpolation"
Akima
Cubic
Interpolation
Cubic
Cubic
Interpolation
Cubic
Interpolation
Impl
constructor
_L
_S
_a
_b
_c
_da
_dx
_left
Type
_left
Value
_monotonic
_monotonicity
Adjustments
_n
_primitive
Const
_right
Type
_right
Value
_tmp
_x
_x
Begin
_x
End
_y
_y
Begin
init
is
InRange
locate
ti
Init
value2
x
Max
x
Min
x
Values
y
Values
cubic
Interpolating
Polynomial
Derivative
derivative
primitive
second
Derivative
update
value1
Cubic
Natural
Spline
Cubic
Spline
Overshooting
Minimization1
Cubic
Spline
Overshooting
Minimization2
Fritsch
Butland
Cubic
Harmonic
Cubic
Kruger
Cubic
Monotonic
Cubic
Natural
Spline
Monotonic
Parabolic
Parabolic