QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
backwardflatinterpolation.hpp File Reference

backward-flat interpolation between discrete points More...

#include <ql/math/interpolation.hpp>
#include <vector>

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Classes

class  BackwardFlatInterpolation
 Backward-flat interpolation between discrete points. More...
 
class  BackwardFlat
 Backward-flat interpolation factory and traits. More...
 
class  BackwardFlatInterpolationImpl< I1, I2 >
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Detailed Description

backward-flat interpolation between discrete points

Definition in file backwardflatinterpolation.hpp.