Linear-interpolation with flat-extrapolation factory and traits More...
#include <ql/experimental/shortrate/generalizedhullwhite.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 = 1 |
Detailed Description
Linear-interpolation with flat-extrapolation factory and traits
Definition at line 327 of file generalizedhullwhite.hpp.
Member Function Documentation
◆ interpolate()
| Interpolation interpolate | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin | ||
| ) | const |
Definition at line 330 of file generalizedhullwhite.hpp.
Member Data Documentation
◆ global
|
static |
Definition at line 334 of file generalizedhullwhite.hpp.
◆ requiredPoints
|
static |
Definition at line 335 of file generalizedhullwhite.hpp.