QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Kernel interpolation.
Definition in file kernelinterpolation.hpp.