ql/math/interpolations/linearinterpolation.hpp File Reference


Detailed Description

linear interpolation between discrete points

#include <ql/math/interpolation.hpp>
#include <vector>

Include dependency graph for linearinterpolation.hpp:


Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  LinearInterpolation
 Linear interpolation between discrete points More...
class  Linear
 Linear-interpolation factory and traits More...