LinearInterpolation Class Reference

#include <ql/Math/linearinterpolation.hpp>

Inheritance diagram for LinearInterpolation:

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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 $ x $ values must be sorted.


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