QuantLib_BackwardFlatInterpolation (3) Linux Manual Page
QuantLib::BackwardFlatInterpolation – Backward-flat interpolation between discrete points.
Synopsis
#include <ql/math/interpolations/backwardflatinterpolation.hpp>Inherits QuantLib::Interpolation.
Public Member Functions
template<class I1 , class I2 > BackwardFlatInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)Detailed Description
Backward-flat interpolation between discrete points.Constructor & Destructor Documentation
BackwardFlatInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin)
Precondition:- the $ x $ values must be sorted.