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loglinearinterpolation.hpp File Reference


Detailed Description

log-linear interpolation between discrete points

Definition in file loglinearinterpolation.hpp.

#include <ql/Math/linearinterpolation.hpp>
#include <ql/Utilities/dataformatters.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  QuantLib::LogLinear
 log-linear interpolation factory and traits More...
class  QuantLib::LogLinearInterpolation
class  QuantLib::detail::LogLinearInterpolationImpl< I1, I2 >


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