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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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backward-flat interpolation between discrete points More...
Go to the source code of this file.
Classes | |
| class | BackwardFlatInterpolation |
| Backward-flat interpolation between discrete points. More... | |
| class | BackwardFlat |
| Backward-flat interpolation factory and traits. More... | |
| class | BackwardFlatInterpolationImpl< I1, I2 > |
Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
backward-flat interpolation between discrete points
Definition in file backwardflatinterpolation.hpp.