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polynomial2Dspline.hpp File Reference

Detailed Description

polynomial interpolation in the y-direction, spline interpolation x-direction

Definition in file polynomial2Dspline.hpp.

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

Go to the source code of this file.


namespace  QuantLib
namespace  QuantLib::detail2


class  QuantLib::Polynomial
 polynomial2D-spline-interpolation factory More...
class  QuantLib::Polynomial2DSpline
 polynomial2D-spline interpolation between discrete points More...
class  QuantLib::detail2::Polynomial2DSplineImpl< I1, I2, M >

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