LinearInterpolation (3) - Linux Manuals
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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