ql/Math/linearinterpolation.hpp File Reference
Detailed Description
linear interpolation between discrete points
#include <ql/Math/interpolation.hpp>
#include <vector>
Include dependency graph for linearinterpolation.hpp:

Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
Classes | |
| class | LinearInterpolation |
| Linear interpolation between discrete points More... | |
| class | Linear |
| Linear interpolation factory and traits. More... | |