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...