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

Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
Classes | |
class | BicubicSpline |
bicubic-spline interpolation between discrete points More... | |
class | Bicubic |
bicubic-spline-interpolation factory More... |