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QuantLib_InterpolatedCurve
Langue: en
Version: 378220 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::InterpolatedCurve -Helper class to build interpolated term structures.
SYNOPSIS
#include <ql/termstructures/interpolatedcurve.hpp>
Inherited by InterpolatedDefaultDensityCurve< Interpolator > [protected], InterpolatedDiscountCurve< Interpolator > [protected], InterpolatedForwardCurve< Interpolator > [protected], InterpolatedHazardRateCurve< Interpolator > [protected], InterpolatedSurvivalProbabilityCurve< Interpolator > [protected], InterpolatedYoYInflationCurve< Interpolator > [protected], InterpolatedZeroCurve< Interpolator > [protected], and InterpolatedZeroInflationCurve< Interpolator > [protected].
Protected Member Functions
void setupInterpolation ()
Building
InterpolatedCurve (const std::vector< Time > ×, const std::vector< Real > &data, const Interpolator &i=Interpolator())
InterpolatedCurve (const std::vector< Time > ×, const Interpolator &i=Interpolator())
InterpolatedCurve (Size n, const Interpolator &i=Interpolator())
InterpolatedCurve (const Interpolator &i=Interpolator())
Copying
InterpolatedCurve (const InterpolatedCurve &c)
InterpolatedCurve & operator= (const InterpolatedCurve &c)
Protected Attributes
std::vector< Time > times_
std::vector< Real > data_
Interpolation interpolation_
Interpolator interpolator_
Detailed Description
template<class Interpolator> class QuantLib::InterpolatedCurve< Interpolator >
Helper class to build interpolated term structures.Interpolated term structures can use proected or private inheritance from this class to obtain the relevant data members and implement correct copy behavior.
Author
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