ql/Math/backwardflatinterpolation.hpp File Reference

Detailed Description

backward-flat interpolation between discrete points

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

Include dependency graph for backwardflatinterpolation.hpp:


Namespaces
namespace	QuantLib
namespace	QuantLib::detail
Classes
class	BackwardFlatInterpolation
	Backward-flat interpolation between discrete points. More...
class	BackwardFlat
	Backward-flat interpolation factory and traits. More...