interpolations Directory Reference

## Files

file | abcdinterpolation.hpp
| Abcd interpolation interpolation between discrete points.
file | backwardflatinterpolation.hpp
| backward-flat interpolation between discrete points
file | bicubicsplineinterpolation.hpp
| bicubic spline interpolation between discrete points
file | bilinearinterpolation.hpp
| backflat interpolation in first component, linear in second component
file | convexmonotoneinterpolation.hpp
| convex monotone interpolation method
file | cubicinterpolation.hpp
| cubic interpolation between discrete points
file | extrapolation.hpp
| class-wide extrapolation settings
file | flatextrapolation2d.hpp
| abstract base classes for 2-D flat extrapolations
file | forwardflatinterpolation.hpp
| forward-flat interpolation between discrete points
file | interpolation2d.hpp
| abstract base classes for 2-D interpolations
file | kernelinterpolation.hpp
| Kernel interpolation.
file | kernelinterpolation2d.hpp
| 2D Kernel interpolation
file | linearinterpolation.hpp
| linear interpolation between discrete points
file | loginterpolation.hpp
| log-linear and log-cubic interpolation between discrete points
file | mixedinterpolation.hpp
| mixed interpolation between discrete points
file | multicubicspline.hpp
| N-dimensional cubic spline interpolation between discrete points.
file | sabrinterpolation.hpp
| SABR interpolation interpolation between discrete points.
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