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QuantLib_LogLinearInterpolation
Langue: en
Version: 379707 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::LogLinearInterpolation -log-linear interpolation between discrete points
SYNOPSIS
#include <ql/math/interpolations/loginterpolation.hpp>
Inherits QuantLib::Interpolation.
Public Member Functions
template<class I1 , class I2 > LogLinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)
Detailed Description
log-linear interpolation between discrete points
Constructor & Destructor Documentation
LogLinearInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin)Precondition:
- the $ x $ values must be sorted.
Author
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