LogLinearInterpolation Class Reference#include <ql/Math/loglinearinterpolation.hpp>
Inheritance diagram for LogLinearInterpolation:
[legend]List of all members.
Detailed Description
Log-linear interpolation between discrete points
- Todo:
- implement primitive, derivative, and secondDerivative functions.
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Public Member Functions |
template<class I1, class I2> | LogLinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) |
Constructor & Destructor Documentation
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- Precondition:
- the
values must be sorted.
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