cubic interpolation between discrete points More...
#include <ql/math/matrix.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <vector>
Classes | |
class | CubicInterpolation |
Cubic interpolation between discrete points. More... | |
class | Cubic |
Cubic interpolation factory and traits More... | |
Namespaces | |
namespace | QuantLib |
cubic interpolation between discrete points