Class LogMixedLinearCubicNaturalSpline

Namespace: NanoQL.Numerics

Assembly: NanoQL.dll

Log-mixed-linear-cubic interpolation whose cubic part is the natural cubic spline of the logarithms.

public sealed class LogMixedLinearCubicNaturalSpline : LogMixedLinearCubicInterpolation

Inheritance: object

Extrapolator

Interpolation

LogMixedLinearCubicInterpolation

LogMixedLinearCubicNaturalSpline

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 LogMixedLinearCubicInterpolation with Spline, monotonic false, and second-derivative boundary conditions of 0, which only the spline schemes read.

Constructors

LogMixedLinearCubicNaturalSpline(ReadOnlySpan<double>, ReadOnlySpan<double>, int, MixedInterpolationBehavior)

Initializes a new instance of the LogMixedLinearCubicNaturalSpline class.

public LogMixedLinearCubicNaturalSpline(ReadOnlySpan<double> x, ReadOnlySpan<double> y, int n, MixedInterpolationBehavior behavior = MixedInterpolationBehavior.ShareRanges)

Parameters

x ReadOnlySpan<double>: The x values, which must be sorted; at least 3.
y ReadOnlySpan<double>: The y values, one per x value, each positive.
n int: The index of the switch point, one of the points.
behavior MixedInterpolationBehavior: Whether the two interpolations share the points' range or split it.

Exceptions

ArgumentOutOfRangeException: n is negative, or behavior isn't a member of its enum.
ArgumentException: The sizes differ, there are fewer than 3 points, n isn't the index of a point, a part has too few points, or a y value isn't positive.