quantfin-0.2.0.0: Quant finance library in pure Haskell.
Quant.Math.Interpolation
linearInterpolator :: Interpolator1d Source
logLinearInterpolator :: Interpolator1d Source
linearVarianceInterpolator :: Interpolator1d Source
cSplineInterpolator :: Interpolator1d Source
type Interpolator1d = [Double] -> [Double] -> Double -> Double Source