ConvexMonotone (3) Linux Manual Page

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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