QuantLib: 1-D Interpolations and corresponding traits

A free/open-source library for quantitative finance Reference manual - version 1.12

Classes
1-D Interpolations and corresponding traits
Math tools

## 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