QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Static Public Attributes | List of all members

Abcd interpolation factory and traits More...

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

Public Member Functions

 Abcd (Real a, Real b, Real c, Real d, bool aIsFixed, bool bIsFixed, bool cIsFixed, bool dIsFixed, bool vegaWeighted=false, const ext::shared_ptr< EndCriteria > &endCriteria=ext::shared_ptr< EndCriteria >(), const ext::shared_ptr< OptimizationMethod > &optMethod=ext::shared_ptr< OptimizationMethod >())
 
template<class I1 , class I2 >
Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const
 

Static Public Attributes

static const bool global = true
 

Detailed Description

Abcd interpolation factory and traits