ql/Math/cubicspline.hpp File Reference


Detailed Description

cubic spline interpolation between discrete points

#include <ql/Math/interpolation.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
#include <ql/null.hpp>
#include <vector>

Include dependency graph for cubicspline.hpp:

Include dependency graph

Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  CubicSpline
 Cubic spline interpolation between discrete points. More...
class  MonotonicCubicSpline
 Cubic spline with monotonicity constraint More...
class  NaturalCubicSpline
 Cubic spline with null second derivative at end points More...
class  NaturalMonotonicCubicSpline
 Natural cubic spline with monotonicity constraint. More...

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