QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches

Backward-flat interpolation factory and traits. More...

#include <ql/math/interpolations/backwardflatinterpolation.hpp>

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

Backward-flat interpolation factory and traits.