QuantLib 0.3.8 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

Interpolation Class Reference #include <ql/Math/interpolation.hpp> Inheritance diagram for Interpolation: [legend]List of all members. Detailed Description base class for 1-D interpolations. Classes derived from this class will provide interpolated values from two sequences of equal length, representing discretized values of a variable and a function of the former, respectively. Public Types typedef Real  argument_type typedef Real  result_type Public Member Functions Real  operator() (Real x, bool allowExtrapolation=false) const Real  primitive (Real x, bool allowExtrapolation=false) const Real  derivative (Real x, bool allowExtrapolation=false) const Real  secondDerivative (Real x, bool allowExtrapolation=false) const Real  xMin () const Real  xMax () const bool  isInRange (Real x) const Protected Member Functions void  checkRange (Real x, bool allowExtrapolation) const

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