QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
cubicinterpolation.hpp File Reference

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
 

Detailed Description

cubic interpolation between discrete points

Definition in file cubicinterpolation.hpp.