ql/Math/cubicspline.hpp File Reference


Detailed Description

cubic spline interpolation between discrete points

#include <ql/Math/interpolation.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
#include <ql/Utilities/null.hpp>
#include <vector>

Include dependency graph for cubicspline.hpp:


Namespaces

namespace  QuantLib
namespace  QuantLib::detail

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