ql/math/interpolations/multicubicspline.hpp File Reference
Detailed Description
N-dimensional cubic spline interpolation between discrete points.
#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <functional>
#include <vector>
Include dependency graph for multicubicspline.hpp:

Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
Classes | |
class | MultiCubicSpline |
N-dimensional cubic spline interpolation between discrete points. More... | |
Typedefs | |
typedef std::vector< std::vector< Real > > | SplineGrid |
typedef DataTable< Real > | base_data_table |
typedef Data< std::vector< Real >, EmptyArg > | base_data |
typedef Point< Real, EmptyArg > | base_arg_type |
typedef Point< Real, EmptyRes > | base_return_type |
typedef Point< Size, EmptyDim > | base_dimensions |
typedef Point< base_data_table, EmptyRes > | base_output_data |
typedef base_cubic_spline | cubic_spline_01 |
typedef n_cubic_spline< cubic_spline_01 > | cubic_spline_02 |
typedef n_cubic_spline< cubic_spline_02 > | cubic_spline_03 |
typedef n_cubic_spline< cubic_spline_03 > | cubic_spline_04 |
typedef n_cubic_spline< cubic_spline_04 > | cubic_spline_05 |
typedef n_cubic_spline< cubic_spline_05 > | cubic_spline_06 |
typedef n_cubic_spline< cubic_spline_06 > | cubic_spline_07 |
typedef n_cubic_spline< cubic_spline_07 > | cubic_spline_08 |
typedef n_cubic_spline< cubic_spline_08 > | cubic_spline_09 |
typedef n_cubic_spline< cubic_spline_09 > | cubic_spline_10 |
typedef n_cubic_spline< cubic_spline_10 > | cubic_spline_11 |
typedef n_cubic_spline< cubic_spline_11 > | cubic_spline_12 |
typedef n_cubic_spline< cubic_spline_12 > | cubic_spline_13 |
typedef n_cubic_spline< cubic_spline_13 > | cubic_spline_14 |
typedef n_cubic_spline< cubic_spline_14 > | cubic_spline_15 |
typedef base_cubic_splint | cubic_splint_01 |
typedef n_cubic_splint< cubic_splint_01 > | cubic_splint_02 |
typedef n_cubic_splint< cubic_splint_02 > | cubic_splint_03 |
typedef n_cubic_splint< cubic_splint_03 > | cubic_splint_04 |
typedef n_cubic_splint< cubic_splint_04 > | cubic_splint_05 |
typedef n_cubic_splint< cubic_splint_05 > | cubic_splint_06 |
typedef n_cubic_splint< cubic_splint_06 > | cubic_splint_07 |
typedef n_cubic_splint< cubic_splint_07 > | cubic_splint_08 |
typedef n_cubic_splint< cubic_splint_08 > | cubic_splint_09 |
typedef n_cubic_splint< cubic_splint_09 > | cubic_splint_10 |
typedef n_cubic_splint< cubic_splint_10 > | cubic_splint_11 |
typedef n_cubic_splint< cubic_splint_11 > | cubic_splint_12 |
typedef n_cubic_splint< cubic_splint_12 > | cubic_splint_13 |
typedef n_cubic_splint< cubic_splint_13 > | cubic_splint_14 |
typedef n_cubic_splint< cubic_splint_14 > | cubic_splint_15 |
typedef detail::SplineGrid | SplineGrid |