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

Detailed Description

Abcd interpolation factory and traits