QuantLib_ConvexMonotone man page

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.

Referenced By

ConvexMonotone(3), dataSizeAdjustment(3) and localInterpolate(3) are aliases of QuantLib_ConvexMonotone(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib