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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Abcd interpolation factory and traits More...
#include <ql/math/interpolations/abcdinterpolation.hpp>
Public Member Functions | |
| Abcd (Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted=false, ext::shared_ptr< EndCriteria > endCriteria=ext::shared_ptr< EndCriteria >(), ext::shared_ptr< OptimizationMethod > optMethod=ext::shared_ptr< OptimizationMethod >()) | |
| template<class I1, class I2> | |
| Interpolation | interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const |
Static Public Attributes | |
| static const bool | global = true |
Abcd interpolation factory and traits