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convexmonotoneinterpolation.hpp
Langue: en
Version: 377131 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/interpolations/convexmonotoneinterpolation.hpp -convex monotone interpolation method
SYNOPSIS
#include <ql/math/interpolation.hpp>
#include <map>
Classes
class ConvexMonotoneInterpolation< I1, I2 >
Convex monotone yield-curve interpolation method.
class ConvexMonotone
Convex-monotone interpolation factory and traits.
Detailed Description
convex monotone interpolation method
Author
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