QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | List of all members
MixedInterpolation Struct Reference

#include <mixedinterpolation.hpp>

+ Collaboration diagram for MixedInterpolation:

Public Types

enum  Behavior { ShareRanges , SplitRanges }
 

Detailed Description

Definition at line 41 of file mixedinterpolation.hpp.

Member Enumeration Documentation

◆ Behavior

enum Behavior
Enumerator
ShareRanges 

Define both interpolations over the whole range defined by the passed iterators. This is the default behavior.

SplitRanges 

Define the first interpolation over the first part of the range, and the second interpolation over the second part.

Definition at line 42 of file mixedinterpolation.hpp.