LogCubicInterpolation Class Reference

log-cubic interpolation between discrete points More...

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

Inheritance diagram for LogCubicInterpolation:

List of all members.

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.