- QuantLib
- MixedLinearCubicInterpolation
mixed linear/cubic interpolation between discrete points More...
#include <ql/math/interpolations/mixedinterpolation.hpp>

Public Member Functions | |
| template<class I1 , class I2 > | |
| MixedLinearCubicInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size n, CubicInterpolation::DerivativeApprox da, bool monotonic, CubicInterpolation::BoundaryCondition leftC, Real leftConditionValue, CubicInterpolation::BoundaryCondition rightC, Real rightConditionValue) | |
mixed linear/cubic interpolation between discrete points
| MixedLinearCubicInterpolation | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin, | ||
| Size | n, | ||
| CubicInterpolation::DerivativeApprox | da, | ||
| bool | monotonic, | ||
| CubicInterpolation::BoundaryCondition | leftC, | ||
| Real | leftConditionValue, | ||
| CubicInterpolation::BoundaryCondition | rightC, | ||
| Real | rightConditionValue | ||
| ) |
values must be sorted.