QuantLib_ForwardFlatInterpolation man page
ForwardFlatInterpolation — Forward-flat interpolation between discrete points.
Synopsis
#include <ql/math/interpolations/forwardflatinterpolation.hpp>
Inherits Interpolation.
Public Member Functions
template<class I1 , class I2 > ForwardFlatInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)
Additional Inherited Members
Detailed Description
Forward-flat interpolation between discrete points.
Constructor & Destructor Documentation
ForwardFlatInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin)
- Precondition:
the $ x $ values must be sorted.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Referenced By
ForwardFlatInterpolation(3) is an alias of QuantLib_ForwardFlatInterpolation(3).
Fri Jun 2 2017 Version 1.10 QuantLib