ql/Math/cubicspline.hpp File Reference
Detailed Description
cubic spline interpolation between discrete points
#include <ql/Math/interpolation.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
#include <ql/Utilities/null.hpp>
#include <vector>
Include dependency graph for cubicspline.hpp:

Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
Classes | |
| class | CubicSpline |
| Cubic spline interpolation between discrete points. More... | |
| class | MonotonicCubicSpline |
| Cubic spline with monotonicity constraint More... | |
| class | NaturalCubicSpline |
| Cubic spline with null second derivative at end points More... | |
| class | NaturalMonotonicCubicSpline |
| Natural cubic spline with monotonicity constraint. More... | |
| class | Cubic |
| cubic-spline interpolation factory and traits More... | |