Backwd Flat

Subtype of Interp Method

The reference quantity is interpolated according to the QuantLib BackwardFlat method.
The value at a node is extended flatly back to the previous node.
Formally, given any two successive nodes (x₁,v₁) and (x₂,v₂) then the value v corresponding to some x lying strictly between x₁ and x₂ is given by
v = x2