QuantLib_LogCubicInterpolation (3) Linux Manual Page

QuantLib::LogCubicInterpolation – log-cubic interpolation between discrete points

Synopsis

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

Inherits QuantLib::Interpolation.

Public Member Functions

template<class I1 , class I2 > LogCubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue)

Detailed Description

log-cubic interpolation between discrete points

Constructor & Destructor Documentation

LogCubicInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue)

Precondition:

the $ x $ values must be sorted.

Author

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