QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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cubic interpolation between discrete points More...
#include <ql/math/matrix.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <vector>
Go to the source code of this file.
Classes | |
class | CoefficientHolder |
class | CubicInterpolation |
Cubic interpolation between discrete points. More... | |
class | CubicNaturalSpline |
class | MonotonicCubicNaturalSpline |
class | CubicSplineOvershootingMinimization1 |
class | CubicSplineOvershootingMinimization2 |
class | AkimaCubicInterpolation |
class | KrugerCubic |
class | HarmonicCubic |
class | FritschButlandCubic |
class | Parabolic |
class | MonotonicParabolic |
class | Cubic |
Cubic interpolation factory and traits More... | |
class | CubicInterpolationImpl< I1, I2 > |
Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
cubic interpolation between discrete points
Definition in file cubicinterpolation.hpp.