cubicinterpolation(3)
NAME
ql/math/interpolations/cubicinterpolation.hpp – cubic interpolation between discrete points
SYNOPSIS
#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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