QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
N-dimensional cubic spline interpolation between discrete points.
Definition in file multicubicspline.hpp.