Hermite interpolation and flat extrapolation factory and traits. More...

#include <qle/math/flatextrapolation.hpp>

Collaboration diagram for HermiteFlat:

Public Member Functions
template<class I1 , class I2 >
Interpolation	interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const

Static Public Attributes
static const bool	global = false

static const Size	requiredPoints = 2

Detailed Description

Hermite interpolation and flat extrapolation factory and traits.

Definition at line 117 of file flatextrapolation.hpp.

Member Function Documentation

◆ interpolate()

Interpolation interpolate	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin
	)		const

Definition at line 119 of file flatextrapolation.hpp.

                                                                                                                       {
         return FlatExtrapolation(QuantLib::ext::make_shared<Parabolic>(xBegin, xEnd, yBegin));
     }

Member Data Documentation

◆ global

const bool global = false

static

Definition at line 122 of file flatextrapolation.hpp.

◆ requiredPoints

const Size requiredPoints = 2