1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: BackwardFlatInterpolation Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_backward_flat_interpolation.html">BackwardFlatInterpolation</a></div>
<h1>BackwardFlatInterpolation Class Reference</h1><!-- doxytag: class="QuantLib::BackwardFlatInterpolation" --><!-- doxytag: inherits="QuantLib::Interpolation" --><code>#include <ql/math/interpolations/backwardflatinterpolation.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for BackwardFlatInterpolation:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_backward_flat_interpolation__inherit__graph.png" border="0" usemap="#_backward_flat_interpolation__inherit__map" alt="Inheritance graph"></center>
<map name="_backward_flat_interpolation__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_interpolation.html" title="base class for 1-D interpolations." alt="" coords="49,7,151,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_backward_flat_interpolation-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Backward-flat interpolation between discrete points. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memTemplParams" nowrap colspan="2">template<class I1, class I2> </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top"> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_backward_flat_interpolation.html#80ef541c0bdbdd590b8ff9547aea255a">BackwardFlatInterpolation</a> (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)</td></tr>
</table>
<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="80ef541c0bdbdd590b8ff9547aea255a"></a><!-- doxytag: member="QuantLib::BackwardFlatInterpolation::BackwardFlatInterpolation" ref="80ef541c0bdbdd590b8ff9547aea255a" args="(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_backward_flat_interpolation.html">BackwardFlatInterpolation</a> </td>
<td>(</td>
<td class="paramtype">const I1 & </td>
<td class="paramname"> <em>xBegin</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const I1 & </td>
<td class="paramname"> <em>xEnd</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const I2 & </td>
<td class="paramname"> <em>yBegin</em></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
<dl class="pre" compact><dt><b>Precondition:</b></dt><dd>the <img class="formulaInl" alt="$ x $" src="form_138.png"> values must be sorted. </dd></dl>
</div>
</div><p>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|
