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... |