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QuantLib::Extrapolator Class Reference

#include <extrapolation.hpp>

Inheritance diagram for QuantLib::Extrapolator:

QuantLib::Interpolation QuantLib::Interpolation2D QuantLib::TermStructure QuantLib::AbcdInterpolation QuantLib::BackwardFlatInterpolation QuantLib::ConvexMonotoneInterpolation< I1, I2 > QuantLib::CubicInterpolation QuantLib::ForwardFlatInterpolation QuantLib::KernelInterpolation QuantLib::LinearInterpolation QuantLib::LogCubicInterpolation QuantLib::LogLinearInterpolation QuantLib::SABRInterpolation QuantLib::BicubicSpline QuantLib::BilinearInterpolation QuantLib::KernelInterpolation2D QuantLib::Polynomial2DSpline QuantLib::CallableBondVolatilityStructure QuantLib::CommodityCurve QuantLib::DefaultProbabilityTermStructure QuantLib::InflationTermStructure QuantLib::VolatilityTermStructure QuantLib::YieldTermStructure

List of all members.


Detailed Description

base class for classes possibly allowing extrapolation

Definition at line 32 of file extrapolation.hpp.


Public Member Functions

inspectors
bool allowsExtrapolation () const
 tells whether extrapolation is enabled
modifiers
void disableExtrapolation (bool b=true)
 disable extrapolation in subsequent calls
void enableExtrapolation (bool b=true)
 enable extrapolation in subsequent calls

Private Attributes

bool extrapolate_

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

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