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C++ - why return a reference to the class from a member function

In the class below. I am struggling to understand why you would return a reference to the class from a member function.

For example setInterval() initializes the member variable 'interval. Could anybody explain the advantage of returning a reference of the class type?

Is it a reference to *this?

template <class Tx, class Ty = Tx>
class FitFunction {
    std::pair<Tx, Tx> interval;
    uint8_t var = 0;

public:
    FitFunction& setInterval(Tx minX, Tx maxX);

};

That's not a reference to the class, it's a reference to an instance of the class.

This is typical in functions you want to be chainable, as in:

FitFunction ff;

ff.setInterval(...).setSomethingElse(...);

Where the idea is that function does a return *this at the end, so yes, effectively a reference to that.

You'll see this approach used a lot more in things like operator<< for streams which is chained by design.

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