InterpolatedCurve Class Template Reference

Helper class to build interpolated term structures. More...

#include <ql/termstructures/interpolatedcurve.hpp>

Inheritance diagram for InterpolatedCurve:

List of all members.

Protected Member Functions

void setupInterpolation ()
Building
 InterpolatedCurve (const std::vector< Time > &times, const std::vector< Real > &data, const Interpolator &i=Interpolator())
 InterpolatedCurve (const std::vector< Time > &times, const Interpolator &i=Interpolator())
 InterpolatedCurve (Size n, const Interpolator &i=Interpolator())
 InterpolatedCurve (const Interpolator &i=Interpolator())
Copying
 InterpolatedCurve (const InterpolatedCurve &c)
InterpolatedCurveoperator= (const InterpolatedCurve &c)

Protected Attributes

std::vector< Timetimes_
std::vector< Realdata_
Interpolation interpolation_
Interpolator interpolator_


Detailed Description

template<class Interpolator>
class QuantLib::InterpolatedCurve< Interpolator >

Helper class to build interpolated term structures.

Interpolated term structures can use proected or private inheritance from this class to obtain the relevant data members and implement correct copy behavior.