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file | abcdinterpolation.hpp |
| Abcd interpolation interpolation between discrete points.
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file | backwardflatinterpolation.hpp |
| backward-flat interpolation between discrete points
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file | backwardflatlinearinterpolation.hpp |
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file | bicubicsplineinterpolation.hpp |
| bicubic spline interpolation between discrete points
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file | bilinearinterpolation.hpp |
| backflat interpolation in first component, linear in second component
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file | convexmonotoneinterpolation.hpp |
| convex monotone interpolation method
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file | cubicinterpolation.hpp |
| cubic interpolation between discrete points
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file | forwardflatinterpolation.hpp |
| forward-flat interpolation between discrete points
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file | interpolation2d.hpp |
| abstract base classes for 2-D interpolations
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file | kernelinterpolation.hpp |
| Kernel interpolation.
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file | kernelinterpolation2d.hpp |
| 2D Kernel interpolation
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file | linearinterpolation.hpp |
| linear interpolation between discrete points
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file | loginterpolation.hpp |
| log-linear and log-cubic interpolation between discrete points
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file | mixedinterpolation.hpp |
| mixed interpolation between discrete points
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file | multicubicspline.hpp |
| N-dimensional cubic spline interpolation between discrete points.
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file | sabrinterpolation.hpp |
| SABR interpolation interpolation between discrete points.
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file | xabrinterpolation.hpp |
| generic interpolation class for sabr style underlying models like the Hagan 2002 expansion, Doust's no arbitrage sabr, Andreasen's zabr expansion for the masses and similar
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