CubicFlat Class Reference

Cubic interpolation and flat extrapolation factory and traits. More...

#include <qle/math/flatextrapolation.hpp>

Public Member Functions
	CubicFlat (QuantLib::CubicInterpolation::DerivativeApprox da=QuantLib::CubicInterpolation::Kruger, bool monotonic=false, QuantLib::CubicInterpolation::BoundaryCondition leftCondition=QuantLib::CubicInterpolation::SecondDerivative, QuantLib::Real leftConditionValue=0.0, QuantLib::CubicInterpolation::BoundaryCondition rightCondition=QuantLib::CubicInterpolation::SecondDerivative, QuantLib::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 and flat extrapolation factory and traits.