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cubicspline.hpp File Reference


Detailed Description

cubic spline interpolation between discrete points

Definition in file cubicspline.hpp.

#include <ql/Math/interpolation.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
#include <ql/Utilities/null.hpp>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  QuantLib::detail::CoefficientHolder
class  QuantLib::Cubic
 cubic-spline interpolation factory and traits More...
class  QuantLib::CubicSpline
 Cubic spline interpolation between discrete points. More...
class  QuantLib::detail::CubicSplineImpl< I1, I2 >
class  QuantLib::MonotonicCubicSpline
 Cubic spline with monotonicity constraint More...
class  QuantLib::NaturalCubicSpline
 Cubic spline with null second derivative at end points More...
class  QuantLib::NaturalMonotonicCubicSpline
 Natural cubic spline with monotonicity constraint. More...


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