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kernelinterpolation.hpp
Langue: en
Version: 374180 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/interpolations/kernelinterpolation.hpp -Kernel interpolation.
SYNOPSIS
#include <ql/math/interpolation.hpp>
#include <ql/math/matrixutilities/qrdecomposition.hpp>
Classes
class KernelInterpolation
Kernel interpolation between discrete points.
Detailed Description
Kernel interpolation.
Author
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