interpolations Directory Reference

Files
file	abcdinterpolation.hpp [code]
	Abcd interpolation interpolation between discrete points.
file	backwardflatinterpolation.hpp [code]
	backward-flat interpolation between discrete points
file	backwardflatlinearinterpolation.hpp [code]
	backflat interpolation in first component, linear in second component
file	bicubicsplineinterpolation.hpp [code]
	bicubic spline interpolation between discrete points
file	bilinearinterpolation.hpp [code]
	bilinear interpolation between discrete points
file	chebyshevinterpolation.cpp [code]
file	chebyshevinterpolation.hpp [code]
	chebyshev interpolation between discrete Chebyshev nodes
file	convexmonotoneinterpolation.hpp [code]
	convex monotone interpolation method
file	cubicinterpolation.hpp [code]
	cubic interpolation between discrete points
file	extrapolation.hpp [code]
	class-wide extrapolation settings
file	flatextrapolation2d.hpp [code]
	abstract base classes for 2-D flat extrapolations
file	forwardflatinterpolation.hpp [code]
	forward-flat interpolation between discrete points
file	interpolation2d.hpp [code]
	abstract base classes for 2-D interpolations
file	kernelinterpolation.hpp [code]
	Kernel interpolation.
file	kernelinterpolation2d.hpp [code]
	2D Kernel interpolation
file	lagrangeinterpolation.hpp [code]
file	linearinterpolation.hpp [code]
	linear interpolation between discrete points
file	loginterpolation.hpp [code]
	log-linear and log-cubic interpolation between discrete points
file	mixedinterpolation.hpp [code]
	mixed interpolation between discrete points
file	multicubicspline.hpp [code]
	N-dimensional cubic spline interpolation between discrete points.
file	sabrinterpolation.hpp [code]
	SABR interpolation interpolation between discrete points.
file	xabrinterpolation.hpp [code]
	generic interpolation class for sabr style underlying models like the Hagan 2002 expansion, Doust's no arbitrage sabr, Andreasen's zabr expansion for the masses and similar