ql/math/interpolations/loginterpolation.hpp File Reference
Detailed Description
log-linear and log-cubic interpolation between discrete points
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/interpolations/cubicspline.hpp>
#include <ql/utilities/dataformatters.hpp>
Include dependency graph for loginterpolation.hpp:

Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
Classes | |
class | LogLinearInterpolation |
log-linear interpolation between discrete points More... | |
class | LogCubicInterpolation |
log-cubic interpolation between discrete points More... | |
class | LogLinear |
log-linear interpolation factory and traits More... | |
class | LogCubic |
log-cubic interpolation factory and traits More... |