abcdinterpolation.hpp File Reference

Abcd interpolation interpolation between discrete points. More...

#include <ql/math/interpolation.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/volatility/abcd.hpp>
#include <ql/termstructures/volatility/abcdcalibration.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	AbcdCoeffHolder
class	AbcdInterpolationImpl< I1, I2 >
class	AbcdInterpolation
	Abcd interpolation between discrete points. More...
class	Abcd
	Abcd interpolation factory and traits More...

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Detailed Description

Abcd interpolation interpolation between discrete points.

Definition in file abcdinterpolation.hpp.