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... | |