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Sourcecode: quantlib version File versions

bicubicsplineinterpolation.hpp File Reference


Detailed Description

bicubic spline interpolation between discrete points

Definition in file bicubicsplineinterpolation.hpp.

#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/math/interpolations/cubicspline.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  QuantLib::Bicubic
 bicubic-spline-interpolation factory More...
class  QuantLib::BicubicSpline
 bicubic-spline interpolation between discrete points More...
class  QuantLib::detail::BicubicSplineImpl< I1, I2, M >


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