chebyshevinterpolation.hpp File Reference

chebyshev interpolation between discrete Chebyshev nodes More...

#include <ql/functional.hpp>
#include <ql/math/array.hpp>
#include <ql/math/interpolation.hpp>

Go to the source code of this file.

Classes
class	ChebyshevInterpolation

Namespaces
namespace	QuantLib

Detailed Description

chebyshev interpolation between discrete Chebyshev nodes

Definition in file chebyshevinterpolation.hpp.