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... |