LogLinearInterpolation Class Reference
#include <ql/Math/loglinearinterpolation.hpp>
Inheritance diagram for LogLinearInterpolation:

Detailed Description
log-linear interpolation between discrete points
- Todo:
- implement primitive, derivative, and secondDerivative functions.
Public Member Functions | |
| template<class I1, class I2> | |
| LogLinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) | |
Constructor & Destructor Documentation
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values must be sorted.