QuantLib_LogCubicInterpolation man page

LogCubicInterpolation — log-cubic interpolation between discrete points

Synopsis

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

Inherits Interpolation.

Inherited by FritschButlandLogCubic, KrugerLogCubic, LogCubicNaturalSpline, LogParabolic, MonotonicLogCubicNaturalSpline, and MonotonicLogParabolic.

Public Member Functions

template<class I1 , class I2 > LogCubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue)

Additional Inherited Members

Detailed Description

log-cubic interpolation between discrete points

Constructor & Destructor Documentation

LogCubicInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue)

Precondition:

the $ x $ values must be sorted.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

LogCubicInterpolation(3) is an alias of QuantLib_LogCubicInterpolation(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib