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.


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Referenced By

The man page LinearInterpolation(3) is an alias of QuantLib_LinearInterpolation(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib