linear_interpolation: Linear interpolation

In mociepa/ShortfallRiskHedging: Shortfall Risk Hedging for european option

Linear interpolation

Description

The linear interpolation function, interpolate value of the function at point x.

Usage

linear_interpolation(x, x1, x2, y1, y2)

Arguments

x	numeric value, argument in the searched function value.
x1	numeric value, argument of the function x1 <= x.
x2	numeric value, actual argument of the function x <= x2.
y1	numeric value, the value of the function at the point x1.
y2	numeric value, the value of the function at the point x2.

Value

A numeric value, interpolated value of the function at the point x.

Examples

linear_interpolation(3, 2, 3.5, 5, 7)

mociepa/ShortfallRiskHedging documentation built on Sept. 30, 2022, 6:43 p.m.