Properties
_data
Defined in ql/termstructures/interpolatedcurve.ts:64
_interpolation
Defined in ql/termstructures/interpolatedcurve.ts:65
_interpolator
Defined in ql/termstructures/interpolatedcurve.ts:66
_maxDate
_maxDate: Date
Defined in ql/termstructures/interpolatedcurve.ts:76
_times
Defined in ql/termstructures/interpolatedcurve.ts:63
Methods
icInit1
Defined in ql/termstructures/interpolatedcurve.ts:18
Parameters
icInit2
Defined in ql/termstructures/interpolatedcurve.ts:26
Parameters
icInit3
Defined in ql/termstructures/interpolatedcurve.ts:34
Parameters
icInit4
Defined in ql/termstructures/interpolatedcurve.ts:42
Parameters
icInit5
Defined in ql/termstructures/interpolatedcurve.ts:50
Parameters
setupInterpolation
setupInterpolation( ) : void
Defined in ql/termstructures/interpolatedcurve.ts:58
Returns void
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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.