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QuantLib: a free/open-source library for quantitative finance
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bicubicsplineinterpolation.hpp File Reference

bicubic spline interpolation between discrete points More...

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

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Classes

class  BicubicSplineDerivatives
 
class  BicubicSplineImpl< I1, I2, M >
 
class  BicubicSpline
 bicubic-spline interpolation between discrete points More...
 
class  Bicubic
 bicubic-spline-interpolation factory More...
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Detailed Description

bicubic spline interpolation between discrete points

Definition in file bicubicsplineinterpolation.hpp.