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

N-dimensional cubic spline interpolation between discrete points. More...

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <algorithm>
#include <functional>
#include <utility>
#include <vector>

Go to the source code of this file.

Classes

struct  EmptyArg
 
struct  EmptyRes
 
struct  EmptyDim
 
struct  DataTable< X >
 
struct  DataTable< Real >
 
struct  Data< X, Y >
 
struct  Data< std::vector< Real >, EmptyArg >
 
struct  Point< X, Y >
 
struct  Point< Real, EmptyArg >
 
struct  Point< Real, EmptyRes >
 
struct  Point< Size, EmptyDim >
 
struct  Point< base_data_table, EmptyRes >
 
class  base_cubic_spline
 
class  n_cubic_spline< X >
 
class  base_cubic_splint
 
class  n_cubic_splint< X >
 
struct  Int2Type< i >
 
struct  Int2Type< 2 >
 
struct  Int2Type< 3 >
 
struct  Int2Type< 4 >
 
struct  Int2Type< 5 >
 
struct  Int2Type< 6 >
 
struct  Int2Type< 7 >
 
struct  Int2Type< 8 >
 
struct  Int2Type< 9 >
 
struct  Int2Type< 10 >
 
struct  Int2Type< 11 >
 
struct  Int2Type< 12 >
 
struct  Int2Type< 13 >
 
struct  Int2Type< 14 >
 
struct  Int2Type< 15 >
 
class  MultiCubicSpline< i >
 N-dimensional cubic spline interpolation between discrete points. More...
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Typedefs

typedef std::vector< std::vector< Real > > SplineGrid
 
typedef DataTable< Real > base_data_table
 
typedef Data< std::vector< Real >, EmptyArg > base_data
 
typedef Point< Real, EmptyArg > base_arg_type
 
typedef Point< Real, EmptyRes > base_return_type
 
typedef Point< Size, EmptyDim > base_dimensions
 
typedef Point< base_data_table, EmptyRes > base_output_data
 
typedef base_cubic_spline cubic_spline_01
 
typedef n_cubic_spline< cubic_spline_01 > cubic_spline_02
 
typedef n_cubic_spline< cubic_spline_02 > cubic_spline_03
 
typedef n_cubic_spline< cubic_spline_03 > cubic_spline_04
 
typedef n_cubic_spline< cubic_spline_04 > cubic_spline_05
 
typedef n_cubic_spline< cubic_spline_05 > cubic_spline_06
 
typedef n_cubic_spline< cubic_spline_06 > cubic_spline_07
 
typedef n_cubic_spline< cubic_spline_07 > cubic_spline_08
 
typedef n_cubic_spline< cubic_spline_08 > cubic_spline_09
 
typedef n_cubic_spline< cubic_spline_09 > cubic_spline_10
 
typedef n_cubic_spline< cubic_spline_10 > cubic_spline_11
 
typedef n_cubic_spline< cubic_spline_11 > cubic_spline_12
 
typedef n_cubic_spline< cubic_spline_12 > cubic_spline_13
 
typedef n_cubic_spline< cubic_spline_13 > cubic_spline_14
 
typedef n_cubic_spline< cubic_spline_14 > cubic_spline_15
 
typedef base_cubic_splint cubic_splint_01
 
typedef n_cubic_splint< cubic_splint_01 > cubic_splint_02
 
typedef n_cubic_splint< cubic_splint_02 > cubic_splint_03
 
typedef n_cubic_splint< cubic_splint_03 > cubic_splint_04
 
typedef n_cubic_splint< cubic_splint_04 > cubic_splint_05
 
typedef n_cubic_splint< cubic_splint_05 > cubic_splint_06
 
typedef n_cubic_splint< cubic_splint_06 > cubic_splint_07
 
typedef n_cubic_splint< cubic_splint_07 > cubic_splint_08
 
typedef n_cubic_splint< cubic_splint_08 > cubic_splint_09
 
typedef n_cubic_splint< cubic_splint_09 > cubic_splint_10
 
typedef n_cubic_splint< cubic_splint_10 > cubic_splint_11
 
typedef n_cubic_splint< cubic_splint_11 > cubic_splint_12
 
typedef n_cubic_splint< cubic_splint_12 > cubic_splint_13
 
typedef n_cubic_splint< cubic_splint_13 > cubic_splint_14
 
typedef n_cubic_splint< cubic_splint_14 > cubic_splint_15
 
typedef detail::SplineGrid SplineGrid
 

Detailed Description

N-dimensional cubic spline interpolation between discrete points.

Definition in file multicubicspline.hpp.