QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
bicubicsplineinterpolation.hpp File Reference

bicubic spline interpolation between discrete points More...

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

Go to the source code of this file.

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.