Class FritschButlandLogCubic

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

Log-cubic interpolation with the Fritsch–Butland first-derivative approximation of the logarithms.

public sealed class FritschButlandLogCubic : LogCubicInterpolation

Inheritance

object

Extrapolator

Interpolation

LogCubicInterpolation

FritschButlandLogCubic

Inherited Members

Interpolation.XValues()

Interpolation.YValues()

Interpolation.IsInRange(double)

Interpolation.Evaluate(double, bool)

Interpolation.Primitive(double, bool)

Interpolation.Derivative(double, bool)

Interpolation.SecondDerivative(double, bool)

Interpolation.XMin

Interpolation.XMax

Extrapolator.AllowsExtrapolation

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

ExtrapolatorExtensions.DisableExtrapolation<T>(T, bool)

ExtrapolatorExtensions.EnableExtrapolation<T>(T, bool)

Remarks

QuantLib's convenience class: a LogCubicInterpolation with FritschButland, monotonic false, and second-derivative boundary conditions of 0, which only the spline schemes read.

Constructors

FritschButlandLogCubic(ReadOnlySpan<double>, ReadOnlySpan<double>)

Initializes a new instance of the FritschButlandLogCubic class.

public FritschButlandLogCubic(ReadOnlySpan<double> x, ReadOnlySpan<double> y)

Parameters

x ReadOnlySpan<double>

The x values, which must be sorted; at least 2.

y ReadOnlySpan<double>

The y values, one per x value, each positive.

Exceptions

ArgumentException

The sizes differ, there are too few points, or a y value isn't positive.