QuantLib_InterpolatedCurve man page

InterpolatedCurve< Interpolator > — Helper class to build interpolated term structures.  


#include <ql/termstructures/interpolatedcurve.hpp>

Inherited by InterpolatedYoYOptionletVolatilityCurve< Interpolator > [protected], InterpolatedDefaultDensityCurve< Interpolator > [protected], InterpolatedDiscountCurve< Interpolator > [protected], InterpolatedForwardCurve< Interpolator > [protected], InterpolatedHazardRateCurve< Interpolator > [protected], InterpolatedSurvivalProbabilityCurve< Interpolator > [protected], InterpolatedYoYInflationCurve< Interpolator > [protected], InterpolatedZeroCurve< Interpolator > [protected], and InterpolatedZeroInflationCurve< Interpolator > [protected].

Protected Member Functions

void setupInterpolation ()


InterpolatedCurve (const std::vector< Time > &times, const std::vector< Real > &data, const Interpolator &i=Interpolator())
InterpolatedCurve (const std::vector< Time > &times, const Interpolator &i=Interpolator())
InterpolatedCurve (Size n, const Interpolator &i=Interpolator())
InterpolatedCurve (const Interpolator &i=Interpolator())


InterpolatedCurve (const InterpolatedCurve &c)
InterpolatedCurve & operator= (const InterpolatedCurve &c)

Protected Attributes

std::vector< Time > times_
std::vector< Real > data_
Interpolation interpolation_
Interpolator interpolator_
Date maxDate_

Detailed Description

template<class Interpolator>

class QuantLib::InterpolatedCurve< Interpolator >" Helper class to build interpolated term structures.

Interpolated term structures can use proected or private inheritance from this class to obtain the relevant data members and implement correct copy behavior.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages InterpolatedCurve(3), maxDate_(3) and setupInterpolation(3) are aliases of QuantLib_InterpolatedCurve(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib