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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.

Hierarchy

  • InterpolatedCurve

Implemented by

Index

Properties

_data

_data: Real[]

_interpolation

_interpolation: Interpolation

_interpolator

_interpolator: Interpolator

_maxDate

_maxDate: Date

_times

_times: Time[]

Methods

icInit1

icInit2

icInit3

icInit4

icInit5

setupInterpolation

  • setupInterpolation(): void
  • Returns void