ql/math/interpolations/bilinearinterpolation.hpp File Reference
Detailed Description
bilinear interpolation between discrete points
#include <ql/math/interpolations/interpolation2d.hpp>
Include dependency graph for bilinearinterpolation.hpp:

Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
Classes | |
class | BilinearInterpolation |
bilinear interpolation between discrete points More... | |
class | Bilinear |
bilinear-interpolation factory More... |