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...