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QuantLib_BackwardFlatInterpolation
Langue: en
Version: 172014 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::BackwardFlatInterpolation - Backward-flat interpolation between discrete points.SYNOPSIS
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
Inherits QuantLib::Interpolation.
Public Member Functions
template<class I1 , class I2 > BackwardFlatInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)
Detailed Description
Backward-flat interpolation between discrete points.
Constructor & Destructor Documentation
BackwardFlatInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin)
Precondition:
- the $ x $ values must be sorted.
Author
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