QuantLib_LinearInterpolation man page

LinearInterpolation — Linear interpolation between discrete points


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

Inherits Interpolation.

Public Member Functions

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

Additional Inherited Members

Detailed Description

Linear interpolation between discrete points

Constructor & Destructor Documentation

LinearInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin)


the $ x $ values must be sorted.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

LinearInterpolation(3) is an alias of QuantLib_LinearInterpolation(3).

QuantLib Version 1.8.1 Fri Sep 23 2016