ql/math/interpolations/loginterpolation.hpp File Reference

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

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/interpolations/cubicinterpolation.hpp>
#include <ql/utilities/dataformatters.hpp>
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...

Detailed Description

log-linear and log-cubic interpolation between discrete points