Q.Interpolation

Documentation

class (Ord k, Storable k, Storable v) => Interpolator a k v where

Methods

interpolate :: a -> [(k, v)] -> k -> v

Instances

(Ord k, Storable k, Storable v, InterpolatorV a k v) => Interpolator a k v

Defined in Q.Interpolation

Methods

interpolate :: a -> [(k, v)] -> k -> v

class (Ord k, Storable k, Storable v) => InterpolatorV a k v where

Methods

interpolateV :: a -> SortedVector k -> Vector v -> k -> v

Instances

InterpolatorV StrikeInterpolation Strike Vol

Defined in Q.Options.ImpliedVol.StrikeInterpolation

Methods

interpolateV :: StrikeInterpolation -> SortedVector Strike -> Vector Vol -> Strike -> Vol