MixedLinearCubicInterpolation Class Reference

mixed linear/cubic interpolation between discrete points More...

#include <ql/math/interpolations/mixedinterpolation.hpp>

Inheritance diagram for MixedLinearCubicInterpolation:

List of all members.

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)

Detailed Description

mixed linear/cubic interpolation between discrete points


Constructor & Destructor Documentation

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 
)
Precondition:
the $ x $ values must be sorted.