Linear Interpolation Class

[sami jamjam]

Hello,

I want use the linear interpolation class to interpolate my discount
factors. So I defined the interpolation function as follows :

QuantLib::Handle<Interpolation> interpolations_;

    interpolations_ = Handle<Interpolation>(

                      new LinearInterpolation(xBegin, xEnd, yBegin));

        double discount = (* interpolations_)(today.serialNumber(), true);

But, when I try to test my program with these parameters :

double * xBegin;
double * xEnd;
double * yBegin;

I have an error message, and the execution is stopped. So if there is
somoene who already have an experience with the use of this class can help
me, I will be very grateful.

Regards,

Sami

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[Luigi Ballabio]

On 07/27/2005 04:31:54 PM, sami jamjam wrote:

> Hello,
>
> I want use the linear interpolation class to interpolate my discount  
> factors. So I defined the interpolation function as follows :
>
> QuantLib::Handle<Interpolation> interpolations_;
>
>    interpolations_ = Handle<Interpolation>(
>
>                      new LinearInterpolation(xBegin, xEnd, yBegin));

Sami,
        what QuantLib version are you using?

Later,
        Luigi

----------------------------------------

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