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

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Referenced By

ForwardFlatInterpolation(3) is an alias of QuantLib_ForwardFlatInterpolation(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib