text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2005, 2008 StatPro Italia srl
  
   This file is part of QuantLib, a free-software/open-source library
   for financial quantitative analysts and developers - http://quantlib.org/
  
   QuantLib is free software: you can redistribute it and/or modify it
   under the terms of the QuantLib license.  You should have received a
   copy of the license along with this program; if not, please email
   <quantlib-dev@lists.sf.net>. The license is also available online at
   <http://quantlib.org/license.shtml>.
  
   This program is distributed in the hope that it will be useful, but WITHOUT
   ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
   FOR A PARTICULAR PURPOSE.  See the license for more details.
  */
  
  /*! \file backwardflatinterpolation.hpp
      \brief backward-flat interpolation between discrete points
  */
  
  #ifndef quantlib_backward_flat_interpolation_hpp
  #define quantlib_backward_flat_interpolation_hpp
  
  #include <ql/math/interpolation.hpp>
  #include <vector>
  
  namespace QuantLib {
  
      namespace detail {
          template<class I1, class I2> class BackwardFlatInterpolationImpl;
      }
  
      //! Backward-flat interpolation between discrete points
      /*! \ingroup interpolations */
      class BackwardFlatInterpolation : public Interpolation {
        public:
          /*! \pre the \f$ x \f$ values must be sorted. */
          template <class I1, class I2>
          BackwardFlatInterpolation(const I1& xBegin, const I1& xEnd,
                                    const I2& yBegin) {
              impl_ = std::make_shared<detail::BackwardFlatInterpolationImpl<I1,I2>>(xBegin, xEnd,yBegin);
              impl_->update();
          }
      };
  
      //! Backward-flat interpolation factory and traits
      /*! \ingroup interpolations */
      class BackwardFlat {
        public:
          template <class I1, class I2>
          Interpolation interpolate(const I1& xBegin, const I1& xEnd,
                                    const I2& yBegin) const {
              return BackwardFlatInterpolation(xBegin, xEnd, yBegin);
          }
          static const bool global = false;
          static const Size requiredPoints = 2;
      };
  
      namespace detail {
  
          template <class I1, class I2>
          class BackwardFlatInterpolationImpl
              : public Interpolation::templateImpl<I1,I2> {
            public:
              BackwardFlatInterpolationImpl(const I1& xBegin, const I1& xEnd,
                                            const I2& yBegin)
              : Interpolation::templateImpl<I1,I2>(xBegin,xEnd,yBegin,
                                                   BackwardFlat::requiredPoints),
                primitive_(xEnd-xBegin) {}
              void update() {
                  Size n = this->xEnd_-this->xBegin_;
                  primitive_[0] = 0.0;
                  for (Size i=1; i<n; i++) {
                      Real dx = this->xBegin_[i]-this->xBegin_[i-1];
                      primitive_[i] = primitive_[i-1] + dx*this->yBegin_[i];
                  }
              }
              Real value(Real x) const {
                  if (x <= this->xBegin_[0])
                      return this->yBegin_[0];
                  Size i = this->locate(x);
                  if (x == this->xBegin_[i])
                      return this->yBegin_[i];
                  else
                      return this->yBegin_[i+1];
              }
              Real primitive(Real x) const {
                  Size i = this->locate(x);
                  Real dx = x-this->xBegin_[i];
                  return primitive_[i] + dx*this->yBegin_[i+1];
              }
              Real derivative(Real) const {
                  return 0.0;
              }
              Real secondDerivative(Real) const {
                  return 0.0;
              }
            private:
              std::vector<Real> primitive_;
          };
  
      }
  
  }
  
  #endif
  