QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

LinearInterpolation Class Template Reference #include <linearinterpolation.hpp> Inheritance diagram for LinearInterpolation: [legend]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: ql/Math/linearinterpolation.hpp

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