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...