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