ql/Math/loglinearinterpolation.hpp File Reference
Detailed Description
log-linear interpolation between discrete points
#include <ql/Math/linearinterpolation.hpp>
#include <ql/Utilities/dataformatters.hpp>
Include dependency graph for loglinearinterpolation.hpp:

Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
Classes | |
class | LogLinearInterpolation |
class | LogLinear |
log-linear interpolation factory and traits More... |