convexmonotoneinterpolation (3) - Linux Manuals

convexmonotoneinterpolation: convex monotone interpolation method

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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