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

Linear-interpolation with flat-extrapolation factory and traits More...

#include <ql/experimental/shortrate/generalizedhullwhite.hpp>

Public Member Functions

template<class I1 , class I2 >
Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const
 

Static Public Attributes

static const bool global = false
 
static const Size requiredPoints = 1
 

Detailed Description

Linear-interpolation with flat-extrapolation factory and traits