Linear-interpolation and flat extrapolation factory and traits More...

#include <qle/math/flatextrapolation.hpp>

Collaboration diagram for LinearFlat:

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

Linear-interpolation and flat extrapolation factory and traits

Definition at line 97 of file flatextrapolation.hpp.

Member Function Documentation

◆ interpolate()

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

Definition at line 99 of file flatextrapolation.hpp.

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

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Member Data Documentation

◆ global

const bool global = false

static

Definition at line 102 of file flatextrapolation.hpp.

◆ requiredPoints

const Size requiredPoints = 2