template class xf::fintech::CubicInterpolation

#include "cubic_interpolation.hpp"

Overview

CubicInterpolation .

Parameters:

DT data type
template <typename DT>
class CubicInterpolation

Methods

CubicInterpolation

CubicInterpolation ()

constructor

init

void init (DT p [4])

initialize parameters

Parameters:

p array p length is 4, Corresponding to the values of x = -1, x = 0, x = 1, and x = 2.

calcu

DT calcu (DT x)

calculate interpolation

Parameters:

x input

Returns:

ouput interpolation