Cubic Class Reference

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

List of all members.


Detailed Description

cubic-spline interpolation factory and traits


Public Types

enum  { global = 1 }

Public Member Functions

 Cubic (CubicSpline::BoundaryCondition leftCondition=CubicSpline::SecondDerivative, Real leftConditionValue=0.0, CubicSpline::BoundaryCondition rightCondition=CubicSpline::SecondDerivative, Real rightConditionValue=0.0, bool monotonicityConstraint=false)
template<class I1, class I2>
Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const