ql/math/interpolations/backwardflatinterpolation.hpp File Reference
Detailed Description
backward-flat interpolation between discrete points
#include <ql/math/interpolation.hpp>
#include <vector>
Include dependency graph for backwardflatinterpolation.hpp:

Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
Classes | |
class | BackwardFlatInterpolation |
Backward-flat interpolation between discrete points. More... | |
class | BackwardFlat |
Backward-flat interpolation factory and traits. More... |