InterpolatedCurve< Interpolator > Class Template Reference

Helper class to build interpolated term structures. More...

#include <ql/termstructures/interpolatedcurve.hpp>

Inheritance diagram for InterpolatedCurve< Interpolator >:

Protected Member Functions
Building
	InterpolatedCurve (const std::vector< Time > &times, const std::vector< Real > &data, const Interpolator &i=Interpolator())
	InterpolatedCurve (const std::vector< Time > &times, const Interpolator &i=Interpolator())
	InterpolatedCurve (Size n, const Interpolator &i=Interpolator())
	InterpolatedCurve (const Interpolator &i=Interpolator())

Copying
std::vector< Time >	times_
std::vector< Real >	data_
Interpolation	interpolation_
Interpolator	interpolator_
Date	maxDate_
	InterpolatedCurve (const InterpolatedCurve &c)
InterpolatedCurve &	operator= (const InterpolatedCurve &c)
void	setupInterpolation ()

Detailed Description

template<class Interpolator>
class QuantLib::InterpolatedCurve< Interpolator >

Helper class to build interpolated term structures.

Interpolated term structures can use proected or private inheritance from this class to obtain the relevant data members and implement correct copy behavior.