CubicSpline Class Reference
#include <ql/math/interpolations/cubicspline.hpp>
Detailed Description
Cubic spline interpolation factory and traitsPublic Types | |
| enum | { global = 1 } |
| enum | { requiredPoints = 3 } |
Public Member Functions | |
| CubicSpline (CubicSplineInterpolation::BoundaryCondition leftCondition=CubicSplineInterpolation::SecondDerivative, Real leftConditionValue=0.0, CubicSplineInterpolation::BoundaryCondition rightCondition=CubicSplineInterpolation::SecondDerivative, Real rightConditionValue=0.0, bool monotonicityConstraint=true) | |
| template<class I1, class I2> | |
| Interpolation | interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const |