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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Kernel interpolation. More...
#include <ql/math/interpolation.hpp>#include <ql/math/matrixutilities/qrdecomposition.hpp>#include <utility>Go to the source code of this file.
Classes | |
| class | KernelInterpolationImpl< I1, I2, Kernel > |
| class | KernelInterpolation |
| Kernel interpolation between discrete points. More... | |
Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
Kernel interpolation.
Definition in file kernelinterpolation.hpp.