QuantLib_LogLinearInterpolation (3) Linux Manual Page

QuantLib::LogLinearInterpolation – log-linear interpolation between discrete points

Synopsis

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

Inherits QuantLib::Interpolation.

Public Member Functions

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

Detailed Description

log-linear interpolation between discrete points

Constructor & Destructor Documentation

LogLinearInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin)

Precondition:

the $ x $ values must be sorted.

Author

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