QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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mixed interpolation between discrete points More...
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/interpolations/cubicinterpolation.hpp>
#include <ql/utilities/dataformatters.hpp>
Go to the source code of this file.
Classes | |
struct | MixedInterpolation |
class | MixedLinearCubicInterpolation |
mixed linear/cubic interpolation between discrete points More... | |
class | MixedLinearCubic |
mixed linear/cubic interpolation factory and traits More... | |
class | MixedLinearCubicNaturalSpline |
class | MixedLinearMonotonicCubicNaturalSpline |
class | MixedLinearKrugerCubic |
class | MixedLinearFritschButlandCubic |
class | MixedLinearParabolic |
class | MixedLinearMonotonicParabolic |
class | MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 > |
Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
mixed interpolation between discrete points
Definition in file mixedinterpolation.hpp.