loginterpolation.hpp

Langue: en

Autres versions - même langue

Version: 382887 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/math/interpolations/loginterpolation.hpp -

log-linear and log-cubic interpolation between discrete points

SYNOPSIS


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

Classes


class LogLinearInterpolation
log-linear interpolation between discrete points
class LogLinear
log-linear interpolation factory and traits
class LogCubicInterpolation
log-cubic interpolation between discrete points
class LogCubic
log-cubic interpolation factory and traits

Detailed Description

log-linear and log-cubic interpolation between discrete points

Author

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