LogQuadraticInterpolation Class Reference

log-quadratic interpolation between discrete points More...

#include <qle/math/logquadraticinterpolation.hpp>

Inheritance diagram for LogQuadraticInterpolation:

Public Member Functions
template<class I1 , class I2 >
	LogQuadraticInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real x_mul=1, Real x_offset=0, Real y_mul=1, Real y_offset=0, Size skip=0)
template<class I1 , class I2 >
std::vector< Real >	lambdas () const

Detailed Description

log-quadratic interpolation between discrete points

Warning:

See the Interpolation class for information about the required lifetime of the underlying data.

Constructor & Destructor Documentation

LogQuadraticInterpolation()

LogQuadraticInterpolation	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin,
		Real	x_mul = 1,
		Real	x_offset = 0,
		Real	y_mul = 1,
		Real	y_offset = 0,
		Size	skip = 0
	)

Precondition

the \( x \) values must be sorted.