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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/methods/finitedifferences/tridiagonaloperator.hpp>
#include <ql/utilities/null.hpp>
#include <vector>

Go to the source code of this file.


namespace  QuantLib
namespace  QuantLib::detail


class  QuantLib::detail::CoefficientHolder
class  QuantLib::CubicSpline
 Cubic spline interpolation factory and traits More...
class  QuantLib::CubicSplineInterpolation
 Cubic spline interpolation between discrete points. More...
class  QuantLib::detail::CubicSplineInterpolationImpl< 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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