ql/Math/interpolationtraits.hpp File Reference


Detailed Description

traits classes for interpolation algorithms

#include <ql/Math/loglinearinterpolation.hpp>
#include <ql/Math/bilinearinterpolation.hpp>
#include <ql/Math/bicubicsplineinterpolation.hpp>

Include dependency graph for interpolationtraits.hpp:

Include dependency graph

Namespaces

namespace  QuantLib

Classes

class  Linear
 Linear interpolation traits More...
class  LogLinear
 Log-linear interpolation traits. More...
class  Cubic
 Cubic-spline interpolation traits. More...

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