linearinterpolation.hpp File Reference

linear interpolation between discrete points More...

#include <ql/math/interpolation.hpp>
#include <vector>
Include dependency graph for linearinterpolation.hpp:

Classes

class  LinearInterpolation
 Linear interpolation between discrete points More...
 
class  Linear
 Linear-interpolation factory and traits More...
 

Namespaces

 QuantLib
 

Detailed Description

linear interpolation between discrete points