backwardflatinterpolation.hpp File Reference

backward-flat interpolation between discrete points More...

#include <ql/math/interpolation.hpp>
#include <vector>
Include dependency graph for backwardflatinterpolation.hpp:

Classes

class  BackwardFlatInterpolation
 Backward-flat interpolation between discrete points. More...
 
class  BackwardFlat
 Backward-flat interpolation factory and traits. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

backward-flat interpolation between discrete points