ql/Math/bicubicsplineinterpolation.hpp File Reference


Detailed Description

bicubic spline interpolation between discrete points

#include <ql/Math/interpolation2D.hpp>
#include <ql/Math/cubicspline.hpp>

Include dependency graph for bicubicsplineinterpolation.hpp:


Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  BicubicSpline
class  Bicubic
 bicubic-spline interpolation factory More...

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