LogCubic (3) - Linux Manuals

LogCubic: log-cubic interpolation factory and traits

NAME

QuantLib::LogCubic - log-cubic interpolation factory and traits

SYNOPSIS

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

Public Member Functions

LogCubic (CubicInterpolation::DerivativeApprox da, bool monotonic=true, 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

log-cubic interpolation factory and traits

Author

Generated automatically by Doxygen for QuantLib from the source code.