NaturalCubicSpline Class Reference

#include <ql/Math/cubicspline.hpp>

Inheritance diagram for NaturalCubicSpline:

Inheritance graph
[legend]
List of all members.

Detailed Description

Cubic spline with null second derivative at end points


Public Member Functions

template<class I1, class I2>  NaturalCubicSpline (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)


Constructor & Destructor Documentation

NaturalCubicSpline const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin
 

Precondition:
the $ x $ values must be sorted.


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen