kernelinterpolation.hpp

Langue: en

Version: 374180 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/math/interpolations/kernelinterpolation.hpp -

Kernel interpolation.

SYNOPSIS


#include <ql/math/interpolation.hpp>
#include <ql/math/matrixutilities/qrdecomposition.hpp>

Classes


class KernelInterpolation
Kernel interpolation between discrete points.

Detailed Description

Kernel interpolation.

Author

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