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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <ql/math/interpolations/lagrangeinterpolation.hpp>#include <ql/math/interpolations/chebyshevinterpolation.hpp>Go to the source code of this file.
Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::chebyshev_interpolation_detail |
Functions | |
| Array | apply (const Array &x, const std::function< Real(Real)> &f) |