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loginterpolation.hpp File Reference


Detailed Description

log-linear and log-cubic interpolation between discrete points

Definition in file loginterpolation.hpp.

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/interpolations/cubicspline.hpp>
#include <ql/utilities/dataformatters.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  QuantLib::LogCubic
 log-cubic interpolation factory and traits More...
class  QuantLib::LogCubicInterpolation
 log-cubic interpolation between discrete points More...
class  QuantLib::detail::LogInterpolationImpl< I1, I2, Interpolator >
class  QuantLib::LogLinear
 log-linear interpolation factory and traits More...
class  QuantLib::LogLinearInterpolation
 log-linear interpolation between discrete points More...


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