QuantLib_ConvexMonotone (3) - Linux Manuals

QuantLib_ConvexMonotone: Convex-monotone interpolation factory and traits.

Command to display QuantLib_ConvexMonotone manual in Linux: $ man 3 QuantLib_ConvexMonotone

NAME

QuantLib::ConvexMonotone - Convex-monotone interpolation factory and traits.

SYNOPSIS

#include <ql/math/interpolations/convexmonotoneinterpolation.hpp>

Public Member Functions

ConvexMonotone (Real quadraticity=0.3, Real monotonicity=0.7, bool forcePositive=true)

template<class I1 , class I2 > Interpolation interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const

template<class I1 , class I2 > Interpolation localInterpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size localisation, Interpolation &prevInterpolation, Size finalSize) const

Static Public Attributes

static const bool global = true

static const Size requiredPoints = 2

static const Size dataSizeAdjustment = 1

Detailed Description

Convex-monotone interpolation factory and traits.

Author

Generated automatically by Doxygen for QuantLib from the source code.