QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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2D Kernel interpolation More...
#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/math/matrixutilities/qrdecomposition.hpp>
#include <utility>
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Classes | |
class | KernelInterpolation2DImpl< I1, I2, M, Kernel > |
class | KernelInterpolation2D |
Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
2D Kernel interpolation
Definition in file kernelinterpolation2d.hpp.