LinearInterpolation Class Template Reference

#include <linearinterpolation.hpp>

Inheritance diagram for LinearInterpolation:

Inheritance graph
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List of all members.

Detailed Description

template<class RandomAccessIterator1, class RandomAccessIterator2>
class QuantLib::Math::LinearInterpolation< RandomAccessIterator1, RandomAccessIterator2 >

linear interpolation between discrete points


Public Member Functions

 LinearInterpolation (const RandomAccessIterator1 &xBegin, const RandomAccessIterator1 &xEnd, const RandomAccessIterator2 &yBegin)
result_type operator() (const argument_type &x, bool allowExtrapolation=false) const

Public Attributes

typedef< RandomAccessIterator1
>::value_type 
argument_type
typedef< RandomAccessIterator2
>::value_type 
result_type


Member Function Documentation

result_type operator() const argument_type &  x,
bool  allowExtrapolation = false
const [virtual]
 

This operator must be overridden to provide an implementation of the actual interpolation.

Precondition:
The sequence of values for x must have been sorted for the result to make sense.

Implements Interpolation.


The documentation for this class was generated from the following file:

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