BackwardFlatInterpolation (3) - Linux Manuals

BackwardFlatInterpolation: Backward-flat interpolation between discrete points.

NAME

QuantLib::BackwardFlatInterpolation - Backward-flat interpolation between discrete points.

SYNOPSIS

#include <ql/math/interpolations/backwardflatinterpolation.hpp>

Inherits QuantLib::Interpolation.

Public Member Functions

template<class I1 , class I2 > BackwardFlatInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)

Detailed Description

Backward-flat interpolation between discrete points.

Constructor & Destructor Documentation

BackwardFlatInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin)

Precondition:

the $ x $ values must be sorted.

Author

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