convexmonotoneinterpolation(3)
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
Generated automatically by Doxygen for QuantLib from the source code.