loginterpolation.hpp File Reference

log-linear and log-cubic interpolation between discrete points More...

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/interpolations/cubicinterpolation.hpp>
#include <ql/math/interpolations/mixedinterpolation.hpp>
#include <ql/utilities/dataformatters.hpp>

Go to the source code of this file.

Classes
class	LogLinearInterpolation
	log-linear interpolation between discrete points More...
class	LogLinear
	log-linear interpolation factory and traits More...
class	LogCubicInterpolation
	log-cubic interpolation between discrete points More...
class	LogCubic
	log-cubic interpolation factory and traits More...
class	DefaultLogCubic
class	MonotonicLogCubic
class	KrugerLog
class	LogCubicNaturalSpline
class	MonotonicLogCubicNaturalSpline
class	KrugerLogCubic
class	HarmonicLogCubic
class	FritschButlandLogCubic
class	LogParabolic
class	MonotonicLogParabolic
class	LogMixedLinearCubicInterpolation
	log-mixedlinearcubic interpolation between discrete points More...
class	LogMixedLinearCubic
	log-cubic interpolation factory and traits More...
class	DefaultLogMixedLinearCubic
class	MonotonicLogMixedLinearCubic
class	KrugerLogMixedLinearCubic
class	LogMixedLinearCubicNaturalSpline
class	LogInterpolationImpl< I1, I2, Interpolator >

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Detailed Description

log-linear and log-cubic interpolation between discrete points

Definition in file loginterpolation.hpp.