laplaceinterpolation.hpp File Reference

Laplace interpolation of missing values. More...

#include <ql/math/array.hpp>
#include <ql/math/matrix.hpp>
#include <ql/shared_ptr.hpp>
#include <ql/types.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	LaplaceInterpolation

Namespaces
namespace	QuantLib

Functions
void	laplaceInterpolation (Matrix &A, const std::vector< Real > &x, const std::vector< Real > &y, Real relTol, Size maxIterMultiplier)

Detailed Description

Laplace interpolation of missing values.

Definition in file laplaceinterpolation.hpp.