ql/Math/linearinterpolation.hpp File Reference
Detailed Description
linear interpolation between discrete points
#include <ql/Math/interpolation.hpp>
#include <vector>
Include dependency graph for linearinterpolation.hpp:

Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
Classes | |
class | LinearInterpolation |
Linear interpolation between discrete points More... | |
class | Linear |
Linear interpolation factory and traits. More... |