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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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mixed interpolation between discrete points More...
#include <ql/math/interpolations/linearinterpolation.hpp>#include <ql/math/interpolations/cubicinterpolation.hpp>#include <ql/utilities/dataformatters.hpp>Go to the source code of this file.
Classes | |
| struct | MixedInterpolation |
| class | MixedLinearCubicInterpolation |
| mixed linear/cubic interpolation between discrete points More... | |
| class | MixedLinearCubic |
| mixed linear/cubic interpolation factory and traits More... | |
| class | MixedLinearCubicNaturalSpline |
| class | MixedLinearMonotonicCubicNaturalSpline |
| class | MixedLinearKrugerCubic |
| class | MixedLinearFritschButlandCubic |
| class | MixedLinearParabolic |
| class | MixedLinearMonotonicParabolic |
| class | MixedInterpolationImpl< I1, I2, Interpolator1, Interpolator2 > |
Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
mixed interpolation between discrete points
Definition in file mixedinterpolation.hpp.