FlatExtrapolation Class Reference

Flat extrapolation given a base interpolation. More...

#include <qle/math/flatextrapolation.hpp>

Inheritance diagram for FlatExtrapolation:

Collaboration diagram for FlatExtrapolation:

Classes
class	FlatExtrapolationImpl

Public Member Functions
	FlatExtrapolation (const QuantLib::ext::shared_ptr< Interpolation > &i)

Detailed Description

Flat extrapolation given a base interpolation.

Definition at line 40 of file flatextrapolation.hpp.

Constructor & Destructor Documentation

FlatExtrapolation()

FlatExtrapolation

(

const QuantLib::ext::shared_ptr< Interpolation > &

i

)

Definition at line 90 of file flatextrapolation.hpp.

                                                                     {
        impl_ = QuantLib::ext::make_shared<FlatExtrapolationImpl>(i);
        impl_->update();
    }