ql/math/interpolations/cubicspline.hpp File Reference
Detailed Description
cubic spline interpolation between discrete points
#include <ql/math/interpolation.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/utilities/null.hpp>
#include <vector>
Include dependency graph for cubicspline.hpp:

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... | |
class | Cubic |
cubic-spline interpolation factory and traits More... |