BackwardFlatInterpolation Class Reference

Backward-flat interpolation between discrete points. More...

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

Inheritance diagram for BackwardFlatInterpolation:

List of all members.

Public Member Functions

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


Detailed Description

Backward-flat interpolation between discrete points.

Constructor & Destructor Documentation

BackwardFlatInterpolation ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin 
)

Precondition:
the $ x $ values must be sorted.