interpolator Class Reference

#include <interpolator.h>

List of all members.

Public Member Functions
	interpolator ()
	Default Constructor.
	interpolator (valarray< Real > x, valarray< Real > y)
	Constructor for 1 dimension.
	interpolator (valarray< Real > x1, valarray< Real > x2, valarray< valarray< Real > > ymat)
	Constructor for 2 dimensions.
Real	interpolate (Real x)
	Interpolate for point x in dimension 1.
Real	interpolate (Real x1, Real x2)
	Interpolate for point (x1, x2) in dimension 2.
valarray< Real >	interpolate (valarray< Real > vec)
	Interpolate for all points x in vec in dimension 1.
valarray< valarray< Real > >	interpolate (valarray< Real > vec1, valarray< Real > vec2)
	Interpolate for all points (x1, x2) in (vec1, vec2) in dimension 2.
Real	getInterpolation (valarray< Real > xa, valarray< Real > ya, Real x)
Integer	getPlace (Real x)
Integer	getPlaceOnXi (Real x, Integer i)
Private Attributes
valarray< Real >	_x
valarray< Real >	_y
valarray< Real >	_x1
valarray< Real >	_x2
valarray< valarray< Real > >	_ymat

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Constructor & Destructor Documentation

interpolator::interpolator (   )

Default Constructor. Definition at line 6 of file interpolator.cpp. Referenced by interpolate().

interpolator::interpolator (  valarray< Real >  x, valarray< Real >  y )

Constructor for 1 dimension. Parameters: x:  array of points y:  array, f(x) Definition at line 8 of file interpolator.cpp.

interpolator::interpolator (  valarray< Real >  x1, valarray< Real >  x2, valarray< valarray< Real > >  ymat )

Constructor for 2 dimensions. Parameters: x1:  array of first components of points x2:  array of second components of points y:  matrix, f(x1, x2) Definition at line 15 of file interpolator.cpp.

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Member Function Documentation

Real interpolator::getInterpolation (  valarray< Real >  xa, valarray< Real >  ya, Real  x )

Definition at line 22 of file interpolator.cpp. References Integer, and Real. Referenced by interpolate().

Integer interpolator::getPlace (  Real  x  )

Definition at line 46 of file interpolator.cpp. References _x, Integer, and Real. Referenced by interpolate().

Integer interpolator::getPlaceOnXi (  Real  x, Integer  i )

Definition at line 55 of file interpolator.cpp. References _x1, _x2, Integer, and Real. Referenced by interpolate().

valarray< valarray< Real > > interpolator::interpolate (  valarray< Real >  vec1, valarray< Real >  vec2 )

Interpolate for all points (x1, x2) in (vec1, vec2) in dimension 2. Definition at line 179 of file interpolator.cpp. References Integer, and interpolate().

valarray< Real > interpolator::interpolate (  valarray< Real >  vec  )

Interpolate for all points x in vec in dimension 1. Definition at line 35 of file interpolator.cpp. References Integer, and interpolate().

Real interpolator::interpolate (  Real  x1, Real  x2 )

Interpolate for point (x1, x2) in dimension 2. Definition at line 103 of file interpolator.cpp. References _x1, _x2, _ymat, getInterpolation(), getPlaceOnXi(), Integer, interpolate(), interpolator(), M, N, and Real.

Real interpolator::interpolate (  Real  x  )

Interpolate for point x in dimension 1. Definition at line 75 of file interpolator.cpp. References _x, _y, getInterpolation(), getPlace(), Integer, and Real. Referenced by interpolate(), interpolatormain(), maininterpolator(), and volsurface::volatility().

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Member Data Documentation

valarray<Real> interpolator::_x [private]

Definition at line 26 of file interpolator.h. Referenced by getPlace(), and interpolate().

valarray<Real> interpolator::_x1 [private]

Definition at line 30 of file interpolator.h. Referenced by getPlaceOnXi(), and interpolate().

valarray<Real> interpolator::_x2 [private]

Definition at line 31 of file interpolator.h. Referenced by getPlaceOnXi(), and interpolate().

valarray<Real> interpolator::_y [private]

Definition at line 27 of file interpolator.h. Referenced by interpolate().

valarray<valarray<Real> > interpolator::_ymat [private]

Definition at line 32 of file interpolator.h. Referenced by interpolate().

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The documentation for this class was generated from the following files:

• interpolator.h
• interpolator.cpp

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