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/*
Copyright (C) 2002 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file mathf.hpp
\brief math functions
\fullpath
ql/functions/%mathf.hpp
*/
// $Id: mathf.hpp,v 1.4 2002/03/06 17:38:17 nando Exp $
#ifndef quantlib_functions_math_h
#define quantlib_functions_math_h
#include <ql/Math/matrix.hpp>
#include <vector>
namespace QuantLib {
namespace Functions {
double interpolate(
const std::vector<double>& x_values,
const std::vector<double>& y_values,
double x,
int interpolationType,
bool allowExtrapolation);
double interpolate2D(
const std::vector<double>& x_values,
const std::vector<double>& y_values,
const Math::Matrix& dataMatrix,
double x,
double y,
int interpolation2DType,
bool allowExtrapolation);
}
}
#endif
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