QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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polynomial interpolation in the y-direction, spline interpolation x-direction More...
#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/math/interpolations/cubicinterpolation.hpp>
Go to the source code of this file.
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 |
polynomial interpolation in the y-direction, spline interpolation x-direction
Definition in file polynomial2Dspline.hpp.