BackwardFlatInterpolation (3) Linux Manual Page

ql/math/interpolations/backwardflatinterpolation.hpp – backward-flat interpolation between discrete points

Synopsis

#include <ql/math/interpolation.hpp>
#include <vector>

Classes

class BackwardFlatInterpolation
Backward-flat interpolation between discrete points.
class BackwardFlat
Backward-flat interpolation factory and traits.

Detailed Description

backward-flat interpolation between discrete points

Author

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