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

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
 

Detailed Description

mixed interpolation between discrete points

Definition in file mixedinterpolation.hpp.