LogCubicInterpolation Class Reference
log-cubic interpolation between discrete points More...
#include <ql/math/interpolations/loginterpolation.hpp>
Inheritance diagram for LogCubicInterpolation:

Public Member Functions | |
template<class I1 , class I2 > | |
LogCubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue) |
Detailed Description
log-cubic interpolation between discrete pointsConstructor & Destructor Documentation
LogCubicInterpolation | ( | const I1 & | xBegin, | |
const I1 & | xEnd, | |||
const I2 & | yBegin, | |||
CubicInterpolation::DerivativeApprox | da, | |||
bool | monotonic, | |||
CubicInterpolation::BoundaryCondition | leftC, | |||
Real | leftConditionValue, | |||
CubicInterpolation::BoundaryCondition | rightC, | |||
Real | rightConditionValue | |||
) |
- Precondition:
- the
values must be sorted.