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QuantLib_InterpolatedCurve

NAME

QuantLib::InterpolatedCurve -

Helper class to build interpolated term structures.

SYNOPSIS

#include <ql/termstructures/interpolatedcurve.hpp>

Inherited by InterpolatedDefaultDensityCurve< Interpolator > [protected], InterpolatedDiscountCurve< Interpolator > [protected], InterpolatedForwardCurve< Interpolator > [protected], InterpolatedHazardRateCurve< Interpolator > [protected], InterpolatedSurvivalProbabilityCurve< Interpolator > [protected], InterpolatedYoYInflationCurve< Interpolator > [protected], InterpolatedZeroCurve< Interpolator > [protected], and InterpolatedZeroInflationCurve< Interpolator > [protected].

Protected Member Functions

void setupInterpolation ()

Building

 

InterpolatedCurve (const std::vector< Time > &times, const std::vector< Real > &data, const Interpolator &i=Interpolator())

InterpolatedCurve (const std::vector< Time > &times, const Interpolator &i=Interpolator())

InterpolatedCurve (Size n, const Interpolator &i=Interpolator())

InterpolatedCurve (const Interpolator &i=Interpolator())

Copying

 

InterpolatedCurve (const InterpolatedCurve &c)

InterpolatedCurve & operator= (const InterpolatedCurve &c)

Protected Attributes

std::vector< Time > times_

std::vector< Real > data_

Interpolation interpolation_

Interpolator interpolator_

Detailed Description

template<class Interpolator> class QuantLib::InterpolatedCurve< Interpolator >

Helper class to build interpolated term structures.

Interpolated term structures can use proected or private inheritance from this class to obtain the relevant data members and implement correct copy behavior.

Author

Generated automatically by Doxygen for QuantLib from the source code.