QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
#include <loginterpolation.hpp>
Public Member Functions | |
MonotonicLogCubic () | |
Public Member Functions inherited from LogCubic | |
LogCubic (CubicInterpolation::DerivativeApprox da, bool monotonic=true, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0) | |
template<class I1 , class I2 > | |
Interpolation | interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const |
Additional Inherited Members | |
Static Public Attributes inherited from LogCubic | |
static const bool | global = true |
static const Size | requiredPoints = 2 |
Definition at line 135 of file loginterpolation.hpp.
Definition at line 137 of file loginterpolation.hpp.