QuantLib_Cubic

Langue: en

Autres versions - même langue

Version: 379610 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

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