QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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base class for 1-D interpolations More...
#include <ql/math/interpolations/extrapolation.hpp>
#include <ql/math/comparison.hpp>
#include <ql/errors.hpp>
#include <vector>
#include <algorithm>
Go to the source code of this file.
Classes | |
class | Interpolation |
base class for 1-D interpolations. More... | |
class | Interpolation::Impl |
abstract base class for interpolation implementations More... | |
class | Interpolation::templateImpl< I1, I2 > |
basic template implementation More... | |
Namespaces | |
namespace | QuantLib |
base class for 1-D interpolations
Definition in file interpolation.hpp.