backwardflatinterpolation(3)
NAME
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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