QuantLib_LinearInterpolation (3) - Linux Manuals

QuantLib_LinearInterpolation: Linear interpolation between discrete points

NAME

QuantLib::LinearInterpolation - Linear interpolation between discrete points

SYNOPSIS

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

Inherits QuantLib::Interpolation.

Public Member Functions

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

Detailed Description

Linear interpolation between discrete points

Constructor & Destructor Documentation

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

Precondition:

the $ x $ values must be sorted.

Author

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