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Sourcecode: quantlib version File versions  Download package

linearinterpolation.hpp File Reference


Detailed Description

linear interpolation between discrete points

Definition in file linearinterpolation.hpp.

#include <ql/Math/interpolation.hpp>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  QuantLib::Linear
 Linear interpolation factory and traits. More...
class  QuantLib::LinearInterpolation
 Linear interpolation between discrete points More...
class  QuantLib::detail::LinearInterpolationImpl< I1, I2 >


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