QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Classes
1-D Interpolations and corresponding traits

Classes

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

Detailed Description