ql/Math/forwardflatinterpolation.hpp File Reference
Detailed Description
forward-flat interpolation between discrete points
#include <ql/Math/interpolation.hpp>
#include <vector>
Include dependency graph for forwardflatinterpolation.hpp:

Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
Classes | |
| class | ForwardFlatInterpolation |
| Forward-flat interpolation between discrete points. More... | |
| class | ForwardFlat |
| Forward-flat interpolation factory and traits. More... | |