QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Cubic interpolation factory and traits More...

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

Public Member Functions

 Cubic (CubicInterpolation::DerivativeApprox da=CubicInterpolation::Kruger, bool monotonic=false, CubicInterpolation::BoundaryCondition leftCondition=CubicInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicInterpolation::BoundaryCondition rightCondition=CubicInterpolation::SecondDerivative, Real rightConditionValue=0.0)
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
static const Size requiredPoints = 2

Detailed Description

Cubic interpolation factory and traits