ql/Math/forwardflatinterpolation.hpp File Reference

Detailed Description

forward-flat interpolation between discrete points

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

Include dependency graph for forwardflatinterpolation.hpp:


Namespaces
namespace	QuantLib
namespace	QuantLib::detail
Classes
class	ForwardFlatInterpolation
	Forward-flat interpolation between discrete points. More...
class	ForwardFlat
	Forward-flat interpolation factory and traits. More...