QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
log-linear and log-cubic interpolation between discrete points More...
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/interpolations/cubicinterpolation.hpp>
#include <ql/math/interpolations/mixedinterpolation.hpp>
#include <ql/utilities/dataformatters.hpp>
Go to the source code of this file.
Classes | |
class | LogLinearInterpolation |
log-linear interpolation between discrete points More... | |
class | LogLinear |
log-linear interpolation factory and traits More... | |
class | LogCubicInterpolation |
log-cubic interpolation between discrete points More... | |
class | LogCubic |
log-cubic interpolation factory and traits More... | |
class | DefaultLogCubic |
class | MonotonicLogCubic |
class | KrugerLog |
class | LogCubicNaturalSpline |
class | MonotonicLogCubicNaturalSpline |
class | KrugerLogCubic |
class | HarmonicLogCubic |
class | FritschButlandLogCubic |
class | LogParabolic |
class | MonotonicLogParabolic |
class | LogMixedLinearCubicInterpolation |
log-mixedlinearcubic interpolation between discrete points More... | |
class | LogMixedLinearCubic |
log-cubic interpolation factory and traits More... | |
class | DefaultLogMixedLinearCubic |
class | MonotonicLogMixedLinearCubic |
class | KrugerLogMixedLinearCubic |
class | LogMixedLinearCubicNaturalSpline |
class | LogInterpolationImpl< I1, I2, Interpolator > |
Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
log-linear and log-cubic interpolation between discrete points
Definition in file loginterpolation.hpp.