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abcdinterpolation.hpp File Reference


Detailed Description

Abcd interpolation interpolation between discrete points.

Definition in file abcdinterpolation.hpp.

#include <ql/math/interpolation.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/volatility/abcd.hpp>
#include <ql/termstructures/volatility/abcdcalibration.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  QuantLib::Abcd
 Abcd interpolation factory and traits More...
class  QuantLib::detail::AbcdCoeffHolder
class  QuantLib::AbcdInterpolation
 Abcd interpolation between discrete points. More...
class  QuantLib::detail::AbcdInterpolationImpl< I1, I2 >


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