QuantLib 0.3.7 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

LinearInterpolation Class Reference #include <ql/Math/linearinterpolation.hpp> Inheritance diagram for LinearInterpolation: [legend]List of all members. Detailed Description Linear interpolation between discrete points Public Member Functions template<class I1, class I2>   LinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) Constructor & Destructor Documentation LinearInterpolation (  const I1 &  xBegin, const I1 &  xEnd, const I2 &  yBegin )    Precondition: the values must be sorted.

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