public CubicInterpolationImpl(List <double> xBegin, int size, List <double> yBegin,
CubicInterpolation.DerivativeApprox da,
bool monotonic,
CubicInterpolation.BoundaryCondition leftCondition,
double leftConditionValue,
CubicInterpolation.BoundaryCondition rightCondition,
double rightConditionValue)
: base(xBegin, size, yBegin)
{
da_ = da;
monotonic_ = monotonic;
leftType_ = leftCondition;
rightType_ = rightCondition;
leftValue_ = leftConditionValue;
rightValue_ = rightConditionValue;
// coefficients
primitiveConst_ = new InitializedList <double>(size - 1);
a_ = new InitializedList <double>(size - 1);
b_ = new InitializedList <double>(size - 1);
c_ = new InitializedList <double>(size - 1);
monotonicityAdjustments_ = new InitializedList <bool>(size);
if (leftType_ == CubicInterpolation.BoundaryCondition.Lagrange ||
rightType_ == CubicInterpolation.BoundaryCondition.Lagrange)
{
Utils.QL_REQUIRE(size >= 4, () =>
"Lagrange boundary condition requires at least " +
"4 points (" + size.ToString() + " are given)");
}
}
public Cubic(CubicInterpolation.DerivativeApprox da, bool monotonic,
CubicInterpolation.BoundaryCondition leftCondition, double leftConditionValue,
CubicInterpolation.BoundaryCondition rightCondition, double rightConditionValue)
{
da_ = da;
monotonic_ = monotonic;
leftType_ = leftCondition;
rightType_ = rightCondition;
leftValue_ = leftConditionValue;
rightValue_ = rightConditionValue;
}
public LogCubic(CubicInterpolation.DerivativeApprox da, bool monotonic,
CubicInterpolation.BoundaryCondition leftCondition, double leftConditionValue,
CubicInterpolation.BoundaryCondition rightCondition, double rightConditionValue)
{
da_ = da;
monotonic_ = monotonic;
leftType_ = leftCondition;
rightType_ = rightCondition;
leftValue_ = leftConditionValue;
rightValue_ = rightConditionValue;
}
/*! \pre the \f$ x \f$ values must be sorted. */
public LogCubicInterpolation(List <double> xBegin, int size, List <double> yBegin,
CubicInterpolation.DerivativeApprox da,
bool monotonic,
CubicInterpolation.BoundaryCondition leftC,
double leftConditionValue,
CubicInterpolation.BoundaryCondition rightC,
double rightConditionValue)
{
impl_ = new LogInterpolationImpl <Cubic>(xBegin, size, yBegin,
new Cubic(da, monotonic, leftC, leftConditionValue, rightC, rightConditionValue));
impl_.update();
}
/*! \pre the \f$ x \f$ values must be sorted. */
public MixedLinearCubicInterpolation(List <double> xBegin, int xEnd,
List <double> yBegin, int n,
Behavior behavior,
CubicInterpolation.DerivativeApprox da,
bool monotonic,
CubicInterpolation.BoundaryCondition leftC,
double leftConditionValue,
CubicInterpolation.BoundaryCondition rightC,
double rightConditionValue)
{
impl_ = new MixedInterpolationImpl <Linear, Cubic>(xBegin, xEnd, yBegin, n, behavior,
new Linear(),
new Cubic(da, monotonic, leftC, leftConditionValue, rightC, rightConditionValue));
impl_.update();
}
// private CoefficientHolder coeffs_;
public CubicInterpolation(List <double> xBegin, int size, List <double> yBegin,
CubicInterpolation.DerivativeApprox da,
bool monotonic,
CubicInterpolation.BoundaryCondition leftCond,
double leftConditionValue,
CubicInterpolation.BoundaryCondition rightCond,
double rightConditionValue)
{
impl_ = new CubicInterpolationImpl(xBegin, size, yBegin,
da, monotonic,
leftCond, leftConditionValue,
rightCond, rightConditionValue);
impl_.update();
// coeffs_ = boost::dynamic_pointer_cast<detail::CoefficientHolder>(impl_);
}
public MixedLinearCubic(int n,
Behavior behavior,
CubicInterpolation.DerivativeApprox da,
bool monotonic = true,
CubicInterpolation.BoundaryCondition leftCondition = QLNet.CubicInterpolation.BoundaryCondition.SecondDerivative,
double leftConditionValue = 0.0,
CubicInterpolation.BoundaryCondition rightCondition = CubicInterpolation.BoundaryCondition.SecondDerivative,
double rightConditionValue = 0.0)
{
n_ = n;
behavior_ = behavior;
da_ = da;
monotonic_ = monotonic;
leftType_ = leftCondition;
rightType_ = rightCondition;
leftValue_ = leftConditionValue;
rightValue_ = rightConditionValue;
}
public CubicInterpolationImpl(List <double> xBegin, int size, List <double> yBegin,
CubicInterpolation.DerivativeApprox da,
bool monotonic,
CubicInterpolation.BoundaryCondition leftCondition,
double leftConditionValue,
CubicInterpolation.BoundaryCondition rightCondition,
double rightConditionValue)
: base(xBegin, size, yBegin)
{
da_ = da;
monotonic_ = monotonic;
leftType_ = leftCondition;
rightType_ = rightCondition;
leftValue_ = leftConditionValue;
rightValue_ = rightConditionValue;
// coefficients
primitiveConst_ = new InitializedList <double>(size - 1);
a_ = new InitializedList <double>(size - 1);
b_ = new InitializedList <double>(size - 1);
c_ = new InitializedList <double>(size - 1);
monotonicityAdjustments_ = new InitializedList <bool>(size);
}
public CubicInterpolationImpl(List<double> xBegin, int size, List<double> yBegin,
CubicInterpolation.DerivativeApprox da,
bool monotonic,
CubicInterpolation.BoundaryCondition leftCondition,
double leftConditionValue,
CubicInterpolation.BoundaryCondition rightCondition,
double rightConditionValue)
: base(xBegin, size, yBegin)
{
da_ = da;
monotonic_ = monotonic;
leftType_ = leftCondition;
rightType_ = rightCondition;
leftValue_ = leftConditionValue;
rightValue_ = rightConditionValue;
// coefficients
primitiveConst_ = new InitializedList<double>(size - 1);
a_ = new InitializedList<double>(size - 1);
b_ = new InitializedList<double>(size - 1);
c_ = new InitializedList<double>(size - 1);
monotonicityAdjustments_ = new InitializedList<bool>(size);
}