QuantLib: C:/dev/QuantLib/ql/math/interpolations/chebyshevinterpolation.cpp File Reference

Loading [MathJax]/extensions/tex2jax.js

QuantLib: a free/open-source library for quantitative finance

fully annotated source code - version 1.34

•All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages

#include <ql/math/interpolations/lagrangeinterpolation.hpp>
#include <ql/math/interpolations/chebyshevinterpolation.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantLib

namespace	QuantLib::chebyshev_interpolation_detail

Functions
Array	apply (const Array &x, const ext::function< Real(Real)> &f)