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Sourcecode: quantlib version File versions

forwardflatinterpolation.hpp File Reference


Detailed Description

forward-flat interpolation between discrete points

Definition in file forwardflatinterpolation.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  QuantLib::ForwardFlat
 Forward-flat interpolation factory and traits. More...
class  QuantLib::ForwardFlatInterpolation
 Forward-flat interpolation between discrete points. More...
class  QuantLib::detail::ForwardFlatInterpolationImpl< I1, I2 >


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