LogLinearInterpolation Class Reference
#include <ql/math/interpolations/loglinearinterpolation.hpp>
Inheritance diagram for LogLinearInterpolation:

Detailed Description
log-linear interpolation between discrete points
- Todo:
- implement primitive, derivative, and secondDerivative functions.
Public Member Functions | |
template<class I1, class I2> | |
LogLinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) |
Constructor & Destructor Documentation
LogLinearInterpolation | ( | const I1 & | xBegin, | |
const I1 & | xEnd, | |||
const I2 & | yBegin | |||
) |
- Precondition:
- the
values must be sorted.