Cubic interpolation and flat extrapolation factory and traits.
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#include <qle/math/flatextrapolation.hpp>
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| CubicFlat (QuantLib::CubicInterpolation::DerivativeApprox da=QuantLib::CubicInterpolation::Kruger, bool monotonic=false, QuantLib::CubicInterpolation::BoundaryCondition leftCondition=QuantLib::CubicInterpolation::SecondDerivative, QuantLib::Real leftConditionValue=0.0, QuantLib::CubicInterpolation::BoundaryCondition rightCondition=QuantLib::CubicInterpolation::SecondDerivative, QuantLib::Real rightConditionValue=0.0) |
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template<class I1 , class I2 > |
Interpolation | interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const |
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static const bool | global = true |
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static const Size | requiredPoints = 2 |
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Cubic interpolation and flat extrapolation factory and traits.