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backwardflatinterpolation.hpp File Reference

Detailed Description

backward-flat interpolation between discrete points

Definition in file backwardflatinterpolation.hpp.

#include <ql/Math/interpolation.hpp>
#include <vector>

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namespace  QuantLib
namespace  QuantLib::detail


class  QuantLib::BackwardFlat
 Backward-flat interpolation factory and traits. More...
class  QuantLib::BackwardFlatInterpolation
 Backward-flat interpolation between discrete points. More...
class  QuantLib::detail::BackwardFlatInterpolationImpl< I1, I2 >

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