QuantLib_Cubic man page

Cubic — Cubic interpolation factory and traits


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

Public Member Functions

Cubic (CubicInterpolation::DerivativeApprox da=CubicInterpolation::Kruger, bool monotonic=false, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)

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

Static Public Attributes

static const bool global = true

static const Size requiredPoints = 2

Detailed Description

Cubic interpolation factory and traits


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Referenced By

Cubic(3) is an alias of QuantLib_Cubic(3).

QuantLib Version 1.8.1 Fri Sep 23 2016