interpolations man page

interpolations — 1-D Interpolations and corresponding traits

Classes

class AbcdInterpolation
Abcd interpolation between discrete points.
class Abcd
Abcd interpolation factory and traits
class BackwardFlatInterpolation
Backward-flat interpolation between discrete points.
class BackwardFlat
Backward-flat interpolation factory and traits.
class ConvexMonotoneInterpolation< I1, I2 >
Convex monotone yield-curve interpolation method.
class ConvexMonotone
Convex-monotone interpolation factory and traits.
class CubicInterpolation
Cubic interpolation between discrete points.
class Cubic
Cubic interpolation factory and traits
class ForwardFlatInterpolation
Forward-flat interpolation between discrete points.
class ForwardFlat
Forward-flat interpolation factory and traits.
class KernelInterpolation
Kernel interpolation between discrete points.
class LinearInterpolation
Linear interpolation between discrete points
class Linear
Linear-interpolation factory and traits
class LogLinearInterpolation
log-linear interpolation between discrete points
class LogLinear
log-linear interpolation factory and traits
class LogCubicInterpolation
log-cubic interpolation between discrete points
class LogCubic
log-cubic interpolation factory and traits
class LogMixedLinearCubicInterpolation
log-mixedlinearcubic interpolation between discrete points
class LogMixedLinearCubic
log-cubic interpolation factory and traits
class MixedLinearCubicInterpolation
mixed linear/cubic interpolation between discrete points
class MixedLinearCubic
mixed linear/cubic interpolation factory and traits
class SABRInterpolation
SABR smile interpolation between discrete volatility points.
class SABR
SABR interpolation factory and traits

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib