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

Kernel interpolation. More...

#include <ql/math/interpolation.hpp>
#include <ql/math/matrixutilities/qrdecomposition.hpp>
#include <utility>

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Classes

class  KernelInterpolationImpl< I1, I2, Kernel >
 
class  KernelInterpolation
 Kernel interpolation between discrete points. More...
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Detailed Description

Kernel interpolation.

Definition in file kernelinterpolation.hpp.