cubicinterpolation.hpp File Reference

cubic interpolation between discrete points More...

#include <algorithm>
#include <ql/math/matrix.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	CoefficientHolder
class	CubicInterpolation
	Cubic interpolation between discrete points. More...
class	CubicNaturalSpline
class	MonotonicCubicNaturalSpline
class	CubicSplineOvershootingMinimization1
class	CubicSplineOvershootingMinimization2
class	AkimaCubicInterpolation
class	KrugerCubic
class	HarmonicCubic
class	FritschButlandCubic
class	Parabolic
class	MonotonicParabolic
class	Cubic
	Cubic interpolation factory and traits More...
class	CubicInterpolationImpl< I1, I2 >

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Detailed Description

cubic interpolation between discrete points

Definition in file cubicinterpolation.hpp.