QuantLib 0.3.8
Getting started
Reference manual
ql/Math/interpolationtraits.hpp File Reference
Detailed Description
traits classes for interpolation algorithms
#include <ql/Math/loglinearinterpolation.hpp>
#include <ql/Math/bilinearinterpolation.hpp>
#include <ql/Math/bicubicsplineinterpolation.hpp>
Include dependency graph for interpolationtraits.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | Linear |
| Linear interpolation traits More... | |
| class | LogLinear |
| Log-linear interpolation traits. More... | |
| class | Cubic |
| Cubic-spline interpolation traits. More... | |
