ql/math/interpolations/forwardflatinterpolation.hpp File Reference


Detailed Description

forward-flat interpolation between discrete points

#include <ql/math/interpolation.hpp>
#include <vector>

Include dependency graph for forwardflatinterpolation.hpp:


Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  ForwardFlatInterpolation
 Forward-flat interpolation between discrete points. More...
class  ForwardFlat
 Forward-flat interpolation factory and traits. More...