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... |