convexmonotoneinterpolation.hpp

Langue: en

Autres versions - même langue

Version: 159021 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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