CubicInterpolation (3) Linux Manual Page

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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