QuantLib_LogCubic (3) Linux Manual Page

QuantLib::LogCubic – log-cubic interpolation factory and traits

Synopsis

#include <ql/math/interpolations/loginterpolation.hpp>

Public Member Functions

LogCubic (CubicInterpolation::DerivativeApprox da, bool monotonic=true, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)

template<class I1 , class I2 > Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const

Static Public Attributes

static const bool global = true

static const Size requiredPoints = 2

Detailed Description

log-cubic interpolation factory and traits

Author

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