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| file | abcdinterpolation.hpp |
| | Abcd interpolation interpolation between discrete points.
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| file | backwardflatinterpolation.hpp |
| | backward-flat interpolation between discrete points
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| file | bicubicsplineinterpolation.hpp |
| | bicubic spline interpolation between discrete points
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| file | bilinearinterpolation.hpp |
| | backflat interpolation in first component, linear in second component
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| file | convexmonotoneinterpolation.hpp |
| | convex monotone interpolation method
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| file | cubicinterpolation.hpp |
| | cubic interpolation between discrete points
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| file | forwardflatinterpolation.hpp |
| | forward-flat interpolation between discrete points
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| file | interpolation2d.hpp |
| | abstract base classes for 2-D interpolations
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| file | kernelinterpolation.hpp |
| | Kernel interpolation.
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| file | kernelinterpolation2d.hpp |
| | 2D Kernel interpolation
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| file | linearinterpolation.hpp |
| | linear interpolation between discrete points
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| file | loginterpolation.hpp |
| | log-linear and log-cubic interpolation between discrete points
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| file | mixedinterpolation.hpp |
| | mixed interpolation between discrete points
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| file | multicubicspline.hpp |
| | N-dimensional cubic spline interpolation between discrete points.
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| file | sabrinterpolation.hpp |
| | SABR interpolation interpolation between discrete points.
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| file | xabrinterpolation.hpp |
| | generic interpolation class for sabr style underlying models like the Hagan 2002 expansion, Doust's no arbitrage sabr, Andreasen's zabr expansion for the masses and similar
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