|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
2D Kernel interpolation More...
#include <ql/math/interpolations/interpolation2d.hpp>#include <ql/math/matrixutilities/qrdecomposition.hpp>#include <utility>Go to the source code of this file.
Classes | |
| class | KernelInterpolation2DImpl< I1, I2, M, Kernel > |
| class | KernelInterpolation2D |
Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
2D Kernel interpolation
Definition in file kernelinterpolation2d.hpp.