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QuantLib_LogCubicInterpolation
Langue: en
Version: 378725 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::LogCubicInterpolation -log-cubic interpolation between discrete points
SYNOPSIS
#include <ql/math/interpolations/loginterpolation.hpp>
Inherits QuantLib::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)
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
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