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QuantLib_ConvexMonotone
Langue: en
Version: 375593 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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
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