ql/Math/bilinearinterpolation.hpp File Reference


Detailed Description

bilinear interpolation between discrete points

#include <ql/Math/interpolation2D.hpp>

Include dependency graph for bilinearinterpolation.hpp:


Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  BilinearInterpolation
 bilinear interpolation between discrete points More...
class  Bilinear
 bilinear interpolation factory More...

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