QuantLib_LinearInterpolation

Langue: en

Autres versions - même langue

Version: 378039 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::LinearInterpolation -

Linear interpolation between discrete points

SYNOPSIS


#include <ql/math/interpolations/linearinterpolation.hpp>

Inherits QuantLib::Interpolation.

Public Member Functions


template<class I1 , class I2 > LinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)

Detailed Description

Linear interpolation between discrete points

Constructor & Destructor Documentation

LinearInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin)Precondition:

the $ x $ values must be sorted.

Author

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