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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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N-dimensional cubic spline interpolation between discrete points. More...
#include <ql/errors.hpp>#include <ql/types.hpp>#include <algorithm>#include <functional>#include <utility>#include <vector>Go to the source code of this file.
Classes | |
| struct | EmptyArg |
| struct | EmptyRes |
| struct | EmptyDim |
| struct | DataTable< X > |
| struct | DataTable< Real > |
| struct | Data< X, Y > |
| struct | Data< std::vector< Real >, EmptyArg > |
| struct | Point< X, Y > |
| struct | Point< Real, EmptyArg > |
| struct | Point< Real, EmptyRes > |
| struct | Point< Size, EmptyDim > |
| struct | Point< base_data_table, EmptyRes > |
| class | base_cubic_spline |
| class | n_cubic_spline< X > |
| class | base_cubic_splint |
| class | n_cubic_splint< X > |
| struct | Int2Type< i > |
| struct | Int2Type< 2 > |
| struct | Int2Type< 3 > |
| struct | Int2Type< 4 > |
| struct | Int2Type< 5 > |
| struct | Int2Type< 6 > |
| struct | Int2Type< 7 > |
| struct | Int2Type< 8 > |
| struct | Int2Type< 9 > |
| struct | Int2Type< 10 > |
| struct | Int2Type< 11 > |
| struct | Int2Type< 12 > |
| struct | Int2Type< 13 > |
| struct | Int2Type< 14 > |
| struct | Int2Type< 15 > |
| class | MultiCubicSpline< i > |
| N-dimensional cubic spline interpolation between discrete points. More... | |
Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
Typedefs | |
| typedef std::vector< std::vector< Real > > | SplineGrid |
| typedef DataTable< Real > | base_data_table |
| typedef Data< std::vector< Real >, EmptyArg > | base_data |
| typedef Point< Real, EmptyArg > | base_arg_type |
| typedef Point< Real, EmptyRes > | base_return_type |
| typedef Point< Size, EmptyDim > | base_dimensions |
| typedef Point< base_data_table, EmptyRes > | base_output_data |
| typedef base_cubic_spline | cubic_spline_01 |
| typedef n_cubic_spline< cubic_spline_01 > | cubic_spline_02 |
| typedef n_cubic_spline< cubic_spline_02 > | cubic_spline_03 |
| typedef n_cubic_spline< cubic_spline_03 > | cubic_spline_04 |
| typedef n_cubic_spline< cubic_spline_04 > | cubic_spline_05 |
| typedef n_cubic_spline< cubic_spline_05 > | cubic_spline_06 |
| typedef n_cubic_spline< cubic_spline_06 > | cubic_spline_07 |
| typedef n_cubic_spline< cubic_spline_07 > | cubic_spline_08 |
| typedef n_cubic_spline< cubic_spline_08 > | cubic_spline_09 |
| typedef n_cubic_spline< cubic_spline_09 > | cubic_spline_10 |
| typedef n_cubic_spline< cubic_spline_10 > | cubic_spline_11 |
| typedef n_cubic_spline< cubic_spline_11 > | cubic_spline_12 |
| typedef n_cubic_spline< cubic_spline_12 > | cubic_spline_13 |
| typedef n_cubic_spline< cubic_spline_13 > | cubic_spline_14 |
| typedef n_cubic_spline< cubic_spline_14 > | cubic_spline_15 |
| typedef base_cubic_splint | cubic_splint_01 |
| typedef n_cubic_splint< cubic_splint_01 > | cubic_splint_02 |
| typedef n_cubic_splint< cubic_splint_02 > | cubic_splint_03 |
| typedef n_cubic_splint< cubic_splint_03 > | cubic_splint_04 |
| typedef n_cubic_splint< cubic_splint_04 > | cubic_splint_05 |
| typedef n_cubic_splint< cubic_splint_05 > | cubic_splint_06 |
| typedef n_cubic_splint< cubic_splint_06 > | cubic_splint_07 |
| typedef n_cubic_splint< cubic_splint_07 > | cubic_splint_08 |
| typedef n_cubic_splint< cubic_splint_08 > | cubic_splint_09 |
| typedef n_cubic_splint< cubic_splint_09 > | cubic_splint_10 |
| typedef n_cubic_splint< cubic_splint_10 > | cubic_splint_11 |
| typedef n_cubic_splint< cubic_splint_11 > | cubic_splint_12 |
| typedef n_cubic_splint< cubic_splint_12 > | cubic_splint_13 |
| typedef n_cubic_splint< cubic_splint_13 > | cubic_splint_14 |
| typedef n_cubic_splint< cubic_splint_14 > | cubic_splint_15 |
| typedef detail::SplineGrid | SplineGrid |
N-dimensional cubic spline interpolation between discrete points.
Definition in file multicubicspline.hpp.