loginterpolation.hpp File Reference

log-linear and log-cubic interpolation between discrete points More...

Include dependency graph for loginterpolation.hpp:

Classes

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

Namespaces

 QuantLib
 

Detailed Description

log-linear and log-cubic interpolation between discrete points