MixedInterpolationImpl(const I1& xBegin, const I1& xEnd,
const I2& yBegin, Size n,
const Interpolator1& factory1 = Interpolator1(),
const Interpolator2& factory2 = Interpolator2())
: Interpolation::templateImpl<I1,I2>(xBegin, xEnd, yBegin),
n_(n) {
xBegin2_ = this->xBegin_+n;
QL_REQUIRE(xBegin2_<this->xEnd_,
"too large n (" << n << ") for " <<
this->xEnd_-this->xBegin_ << "-element x sequence");
interpolation1_ = factory1.interpolate(this->xBegin_,
this->xEnd_,
this->yBegin_);
interpolation2_ = factory2.interpolate(this->xBegin_,
this->xEnd_,
this->yBegin_);
}
MixedInterpolationImpl(const I1& xBegin, const I1& xEnd,
const I2& yBegin, Size n,
MixedInterpolation::Behavior behavior
= MixedInterpolation::ShareRanges,
const Interpolator1& factory1 = Interpolator1(),
const Interpolator2& factory2 = Interpolator2())
: Interpolation::templateImpl<I1,I2>(
xBegin, xEnd, yBegin,
std::max<Size>(Interpolator1::requiredPoints,
Interpolator2::requiredPoints)),
n_(n) {
xBegin2_ = this->xBegin_ + n_;
yBegin2_ = this->yBegin_ + n_;
QL_REQUIRE(xBegin2_<this->xEnd_,
"too large n (" << n << ") for " <<
this->xEnd_-this->xBegin_ << "-element x sequence");
switch (behavior) {
case MixedInterpolation::ShareRanges:
interpolation1_ = factory1.interpolate(this->xBegin_,
this->xEnd_,
this->yBegin_);
interpolation2_ = factory2.interpolate(this->xBegin_,
this->xEnd_,
this->yBegin_);
break;
case MixedInterpolation::SplitRanges:
interpolation1_ = factory1.interpolate(this->xBegin_,
this->xBegin2_+1,
this->yBegin_);
interpolation2_ = factory2.interpolate(this->xBegin2_,
this->xEnd_,
this->yBegin2_);
break;
default:
QL_FAIL("unknown mixed-interpolation behavior: " << behavior);
}
}
