LogLinearInterpolation Class Reference

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

Inheritance diagram for LogLinearInterpolation:

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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 $ x $ values must be sorted.