QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Convex-monotone interpolation factory and traits. More...

#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.