CubicSpline 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 }
enum  { requiredPoints = 3 }

Public Member Functions

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