LinearInterpolation Class Reference

Linear interpolation between discrete points More...

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

Inheritance diagram for LinearInterpolation:

List of all members.

Public Member Functions

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


Detailed Description

Linear interpolation between discrete points

Constructor & Destructor Documentation

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

Precondition:
the $ x $ values must be sorted.