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

Detailed Description

log-linear and log-cubic interpolation between discrete points

Author

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