QuantLib_InterpolatedCurve man page
InterpolatedCurve< Interpolator > — Helper class to build interpolated term structures.
Synopsis
#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 ()
Building
InterpolatedCurve (const std::vector< Time > ×, const std::vector< Real > &data, const Interpolator &i=Interpolator())
InterpolatedCurve (const std::vector< Time > ×, const Interpolator &i=Interpolator())
InterpolatedCurve (Size n, const Interpolator &i=Interpolator())
InterpolatedCurve (const Interpolator &i=Interpolator())
Copying
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.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Referenced By
InterpolatedCurve(3), maxDate_(3) and setupInterpolation(3) are aliases of QuantLib_InterpolatedCurve(3).