quantfin-0.1.0.2: Quant finance library in pure Haskell.

Safe HaskellNone
LanguageHaskell2010

Quant.Math.Interpolation

Documentation

linearInterpolator :: Interpolator1d Source

logLinearInterpolator :: Interpolator1d Source

linearVarianceInterpolator :: Interpolator1d Source

cSplineInterpolator :: Interpolator1d Source

type Interpolator1d = [Double] -> [Double] -> Double -> Double Source