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

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
 

Detailed Description

log-linear and log-cubic interpolation between discrete points

Definition in file loginterpolation.hpp.