Rechercher une page de manuel
QuantLib_Cubic
Langue: en
Version: 379610 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Cubic -Cubic interpolation factory and traits
SYNOPSIS
#include <ql/math/interpolations/cubicinterpolation.hpp>
Public Member Functions
Cubic (CubicInterpolation::DerivativeApprox da=CubicInterpolation::Kruger, bool monotonic=false, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)
template<class I1 , class I2 > Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const
Static Public Attributes
static const bool global = true
static const Size requiredPoints = 2
Detailed Description
Cubic interpolation factory and traits
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre