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...