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