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<div class="title">interpolations Directory Reference</div> </div>
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<table class="memberdecls">
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Files</h2></td></tr>
<tr class="memitem:abcdinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>abcdinterpolation.hpp</b></td></tr>
<tr class="memdesc:abcdinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Abcd interpolation interpolation between discrete points. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:backwardflatinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>backwardflatinterpolation.hpp</b></td></tr>
<tr class="memdesc:backwardflatinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">backward-flat interpolation between discrete points <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:bicubicsplineinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>bicubicsplineinterpolation.hpp</b></td></tr>
<tr class="memdesc:bicubicsplineinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">bicubic spline interpolation between discrete points <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:bilinearinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>bilinearinterpolation.hpp</b></td></tr>
<tr class="memdesc:bilinearinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">backflat interpolation in first component, linear in second component <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:convexmonotoneinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>convexmonotoneinterpolation.hpp</b></td></tr>
<tr class="memdesc:convexmonotoneinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">convex monotone interpolation method <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:cubicinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>cubicinterpolation.hpp</b></td></tr>
<tr class="memdesc:cubicinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">cubic interpolation between discrete points <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:extrapolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>extrapolation.hpp</b></td></tr>
<tr class="memdesc:extrapolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">class-wide extrapolation settings <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:flatextrapolation2d_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>flatextrapolation2d.hpp</b></td></tr>
<tr class="memdesc:flatextrapolation2d_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">abstract base classes for 2-D flat extrapolations <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:forwardflatinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>forwardflatinterpolation.hpp</b></td></tr>
<tr class="memdesc:forwardflatinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">forward-flat interpolation between discrete points <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:interpolation2d_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>interpolation2d.hpp</b></td></tr>
<tr class="memdesc:interpolation2d_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">abstract base classes for 2-D interpolations <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:kernelinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>kernelinterpolation.hpp</b></td></tr>
<tr class="memdesc:kernelinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">Kernel interpolation. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:kernelinterpolation2d_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>kernelinterpolation2d.hpp</b></td></tr>
<tr class="memdesc:kernelinterpolation2d_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">2D Kernel interpolation <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:linearinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>linearinterpolation.hpp</b></td></tr>
<tr class="memdesc:linearinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">linear interpolation between discrete points <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:loginterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>loginterpolation.hpp</b></td></tr>
<tr class="memdesc:loginterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">log-linear and log-cubic interpolation between discrete points <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:mixedinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>mixedinterpolation.hpp</b></td></tr>
<tr class="memdesc:mixedinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">mixed interpolation between discrete points <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:multicubicspline_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>multicubicspline.hpp</b></td></tr>
<tr class="memdesc:multicubicspline_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">N-dimensional cubic spline interpolation between discrete points. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:sabrinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>sabrinterpolation.hpp</b></td></tr>
<tr class="memdesc:sabrinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">SABR interpolation interpolation between discrete points. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:xabrinterpolation_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>xabrinterpolation.hpp</b></td></tr>
<tr class="memdesc:xabrinterpolation_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">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 <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
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