QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
polynomial2Dspline.hpp File Reference

polynomial interpolation in the y-direction, spline interpolation x-direction More...

#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/math/interpolations/cubicinterpolation.hpp>

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Classes

class  Polynomial2DSplineImpl< I1, I2, M >
 
class  Polynomial2DSpline
 polynomial2D-spline interpolation between discrete points More...
 
class  Polynomial
 polynomial2D-spline-interpolation factory More...
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Detailed Description

polynomial interpolation in the y-direction, spline interpolation x-direction

Definition in file polynomial2Dspline.hpp.