cubicinterpolation.hpp

Langue: en

Autres versions - même langue

Version: 378963 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/math/interpolations/cubicinterpolation.hpp -

cubic interpolation between discrete points

SYNOPSIS


#include <ql/math/matrix.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>
#include <vector>

Classes


class CubicInterpolation
Cubic interpolation between discrete points.
class Cubic
Cubic interpolation factory and traits

Detailed Description

cubic interpolation between discrete points

Author

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