LogLinearInterpolation Class Reference
#include <ql/Math/loglinearinterpolation.hpp>
Inheritance diagram for LogLinearInterpolation:

Detailed Description
log-linear interpolation between discrete points
- Todo:
- implement primitive, derivative, and secondDerivative functions.
Public Member Functions | |
| template<class I1, class I2> | |
| LogLinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) | |
Constructor & Destructor Documentation
| LogLinearInterpolation | ( | const I1 & | xBegin, | |
| const I1 & | xEnd, | |||
| const I2 & | yBegin | |||
| ) |
- Precondition:
- the
values must be sorted.