ql/Math/loglinearinterpolation.hpp File Reference


Detailed Description

log-linear interpolation between discrete points

#include <ql/Math/linearinterpolation.hpp>
#include <ql/Utilities/dataformatters.hpp>

Include dependency graph for loglinearinterpolation.hpp:


Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  LogLinearInterpolation
class  LogLinear
 log-linear interpolation factory and traits More...