/usr/include/ql/math/interpolations/flatextrapolation2d.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2007 Giorgio Facchinetti
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file
\brief abstract base classes for 2-D flat extrapolations
*/
#ifndef quantlib_flatextrapolation2D_hpp
#define quantlib_flatextrapolation2D_hpp
#include <ql/math/interpolations/interpolation2d.hpp>
namespace QuantLib {
class FlatExtrapolator2D : public Interpolation2D {
public:
FlatExtrapolator2D(boost::shared_ptr<Interpolation2D> decoratedInterpolation) {
impl_ = boost::shared_ptr<Interpolation2D::Impl>(
new FlatExtrapolator2DImpl(decoratedInterpolation));
}
protected:
class FlatExtrapolator2DImpl: public Interpolation2D::Impl{
public:
FlatExtrapolator2DImpl(boost::shared_ptr<Interpolation2D> decoratedInterpolation)
:decoratedInterp_(decoratedInterpolation){
calculate();
}
Real xMin() const {
return decoratedInterp_->xMin();
}
Real xMax() const {
return decoratedInterp_->xMax();
}
std::vector<Real> xValues() const {
return decoratedInterp_->xValues();
}
Size locateX(Real x) const {
return decoratedInterp_->locateX(x);
}
Real yMin() const {
return decoratedInterp_->yMin();
}
Real yMax() const {
return decoratedInterp_->yMax();
}
std::vector<Real> yValues() const {
return decoratedInterp_->yValues();
}
Size locateY(Real y) const {
return decoratedInterp_->locateY(y);
}
const Matrix& zData() const {
return decoratedInterp_->zData();
}
bool isInRange(Real x, Real y) const {
return decoratedInterp_->isInRange(x,y);
}
void update() {
decoratedInterp_->update();
}
void calculate() {}
Real value(Real x, Real y) const {
x = bindX(x);
y = bindY(y);
return decoratedInterp_->operator()(x,y);
}
private:
boost::shared_ptr<Interpolation2D> decoratedInterp_;
Real bindX(Real x) const {
if(x < xMin())
return xMin();
if (x > xMax())
return xMax();
return x;
}
Real bindY(Real y) const {
if(y < yMin())
return yMin();
if (y > yMax())
return yMax();
return y;
}
};
};
}
#endif
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