QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
forwardflatinterpolation.hpp File Reference

forward-flat interpolation between discrete points More...

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

Go to the source code of this file.

Classes

class  ForwardFlatInterpolation
 Forward-flat interpolation between discrete points. More...
 
class  ForwardFlat
 Forward-flat interpolation factory and traits. More...
 
class  ForwardFlatInterpolationImpl< I1, I2 >
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Detailed Description

forward-flat interpolation between discrete points

Definition in file forwardflatinterpolation.hpp.