QuantLib: BackwardFlatInterpolation Class Reference

### A free/open-source library for quantitative finance

# BackwardFlatInterpolation Class Reference

`#include <ql/math/interpolations/backwardflatinterpolation.hpp>`

Inheritance diagram for BackwardFlatInterpolation:

[legend]

List of all members.

## Detailed Description

Backward-flat interpolation between discrete points.

## Public Member Functions
template<class I1, class I2>
| BackwardFlatInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)

## Constructor & Destructor Documentation

BackwardFlatInterpolation | ( | const I1 & | xBegin,
|  | const I1 & | xEnd,
|  | const I2 & | yBegin |
| ) |  |  |

Precondition:
  the values must be sorted.