File contains implementation of CompoundedInterpolator. More...
#include <vector>#include <mathematics/interpolation/interpolation.hpp>#include <marketData/interestRateCurves/interpolators/interpolationInput.hpp>#include <marketData/interestRateCurves/interpolators/irCurveInterpolator.hpp>#include <interestRates/interestRate.hpp>#include <iostream>#include <utils/smartPointer.hpp>Go to the source code of this file.
Classes | |
| class | julian::ir::CompoundedInterpolator |
| Definition of compounded interpolator. More... | |
Functions | |
| template<class INTERPOLATOR , class INPUTS > | |
| CompoundedInterpolator | julian::ir::makeCompoundedInterpolator () |
| Simple class constructing the interpolator. More... | |
Detailed Description
File contains implementation of CompoundedInterpolator.
