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Sourcecode: quantlib version File versions

multicubicspline.hpp File Reference


Detailed Description

N-dimensional cubic spline interpolation between discrete points.

Definition in file multicubicspline.hpp.

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <functional>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  QuantLib::detail::base_cubic_spline
class  QuantLib::detail::base_cubic_splint
struct  QuantLib::detail::Data< X, Y >
struct  QuantLib::detail::Data< std::vector< Real >, EmptyArg >
struct  QuantLib::detail::DataTable< X >
struct  QuantLib::detail::DataTable< Real >
struct  QuantLib::detail::EmptyArg
struct  QuantLib::detail::EmptyDim
struct  QuantLib::detail::EmptyRes
struct  QuantLib::detail::Int2Type< i >
struct  QuantLib::detail::Int2Type< 10 >
struct  QuantLib::detail::Int2Type< 11 >
struct  QuantLib::detail::Int2Type< 12 >
struct  QuantLib::detail::Int2Type< 13 >
struct  QuantLib::detail::Int2Type< 14 >
struct  QuantLib::detail::Int2Type< 15 >
struct  QuantLib::detail::Int2Type< 2 >
struct  QuantLib::detail::Int2Type< 3 >
struct  QuantLib::detail::Int2Type< 4 >
struct  QuantLib::detail::Int2Type< 5 >
struct  QuantLib::detail::Int2Type< 6 >
struct  QuantLib::detail::Int2Type< 7 >
struct  QuantLib::detail::Int2Type< 8 >
struct  QuantLib::detail::Int2Type< 9 >
class  QuantLib::MultiCubicSpline< i >
 N-dimensional cubic spline interpolation between discrete points. More...
class  QuantLib::detail::n_cubic_spline< X >
class  QuantLib::detail::n_cubic_splint< X >
struct  QuantLib::detail::Point< X, Y >
struct  QuantLib::detail::Point< base_data_table, EmptyRes >
struct  QuantLib::detail::Point< Real, EmptyArg >
struct  QuantLib::detail::Point< Real, EmptyRes >
struct  QuantLib::detail::Point< Size, EmptyDim >

Typedefs

typedef Point< Real, EmptyArg > QuantLib::detail::base_arg_type
typedef Data< std::vector
< Real >, EmptyArg > 
QuantLib::detail::base_data
typedef DataTable< Real > QuantLib::detail::base_data_table
typedef Point< Size, EmptyDim > QuantLib::detail::base_dimensions
typedef Point< base_data_table,
EmptyRes > 
QuantLib::detail::base_output_data
typedef Point< Real, EmptyRes > QuantLib::detail::base_return_type
typedef base_cubic_spline QuantLib::detail::cubic_spline_01
typedef n_cubic_spline
< cubic_spline_01 > 
QuantLib::detail::cubic_spline_02
typedef n_cubic_spline
< cubic_spline_02 > 
QuantLib::detail::cubic_spline_03
typedef n_cubic_spline
< cubic_spline_03 > 
QuantLib::detail::cubic_spline_04
typedef n_cubic_spline
< cubic_spline_04 > 
QuantLib::detail::cubic_spline_05
typedef n_cubic_spline
< cubic_spline_05 > 
QuantLib::detail::cubic_spline_06
typedef n_cubic_spline
< cubic_spline_06 > 
QuantLib::detail::cubic_spline_07
typedef n_cubic_spline
< cubic_spline_07 > 
QuantLib::detail::cubic_spline_08
typedef n_cubic_spline
< cubic_spline_08 > 
QuantLib::detail::cubic_spline_09
typedef n_cubic_spline
< cubic_spline_09 > 
QuantLib::detail::cubic_spline_10
typedef n_cubic_spline
< cubic_spline_10 > 
QuantLib::detail::cubic_spline_11
typedef n_cubic_spline
< cubic_spline_11 > 
QuantLib::detail::cubic_spline_12
typedef n_cubic_spline
< cubic_spline_12 > 
QuantLib::detail::cubic_spline_13
typedef n_cubic_spline
< cubic_spline_13 > 
QuantLib::detail::cubic_spline_14
typedef n_cubic_spline
< cubic_spline_14 > 
QuantLib::detail::cubic_spline_15
typedef base_cubic_splint QuantLib::detail::cubic_splint_01
typedef n_cubic_splint
< cubic_splint_01 > 
QuantLib::detail::cubic_splint_02
typedef n_cubic_splint
< cubic_splint_02 > 
QuantLib::detail::cubic_splint_03
typedef n_cubic_splint
< cubic_splint_03 > 
QuantLib::detail::cubic_splint_04
typedef n_cubic_splint
< cubic_splint_04 > 
QuantLib::detail::cubic_splint_05
typedef n_cubic_splint
< cubic_splint_05 > 
QuantLib::detail::cubic_splint_06
typedef n_cubic_splint
< cubic_splint_06 > 
QuantLib::detail::cubic_splint_07
typedef n_cubic_splint
< cubic_splint_07 > 
QuantLib::detail::cubic_splint_08
typedef n_cubic_splint
< cubic_splint_08 > 
QuantLib::detail::cubic_splint_09
typedef n_cubic_splint
< cubic_splint_09 > 
QuantLib::detail::cubic_splint_10
typedef n_cubic_splint
< cubic_splint_10 > 
QuantLib::detail::cubic_splint_11
typedef n_cubic_splint
< cubic_splint_11 > 
QuantLib::detail::cubic_splint_12
typedef n_cubic_splint
< cubic_splint_12 > 
QuantLib::detail::cubic_splint_13
typedef n_cubic_splint
< cubic_splint_13 > 
QuantLib::detail::cubic_splint_14
typedef n_cubic_splint
< cubic_splint_14 > 
QuantLib::detail::cubic_splint_15
typedef detail::SplineGrid QuantLib::SplineGrid
typedef std::vector
< std::vector< Real > > 
QuantLib::detail::SplineGrid


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