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quantlib.js
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Globals
"ql/math/interpolator"
Interpolator
Module Interpolator
Hierarchy
Interpolator
Implemented by
BackwardFlat
ConvexMonotone
Cubic
ForwardFlat
Linear
LogLinear
MixedLinearCubic
VannaVolga
Index
Functions
data
Size
Adjustment
global
required
Points
Methods
interpolate
local
Interpolate
Functions
data
Size
Adjustment
data
Size
Adjustment
(
i
:
any
)
:
number
Parameters
i:
any
Returns
number
global
global
(
i
:
any
)
:
boolean
Parameters
i:
any
Returns
boolean
required
Points
required
Points
(
i
:
any
)
:
Size
Parameters
i:
any
Returns
Size
Methods
interpolate
interpolate
(
x
:
Real
[]
, xBegin
:
Size
, xEnd
:
Size
, y
:
Real
[]
, yBegin
:
Size
)
:
Interpolation
Parameters
x:
Real
[]
xBegin:
Size
xEnd:
Size
y:
Real
[]
yBegin:
Size
Returns
Interpolation
Optional
local
Interpolate
local
Interpolate
(
x
:
Real
[]
, xBegin
:
Size
, xEnd
:
Size
, y
:
Real
[]
, yBegin
:
Size
, localisation
:
Size
, prevInterpolation
:
Interpolation
, finalSize
:
Size
)
:
Interpolation
Parameters
x:
Real
[]
xBegin:
Size
xEnd:
Size
y:
Real
[]
yBegin:
Size
localisation:
Size
prevInterpolation:
Interpolation
finalSize:
Size
Returns
Interpolation
Globals
"ql/math/interpolator"
Interpolator
data
Size
Adjustment
global
required
Points
interpolate
local
Interpolate