MonotonicCubicSpline Class Reference
#include <ql/math/interpolations/cubicspline.hpp>
Inheritance diagram for MonotonicCubicSpline:

Detailed Description
Cubic spline with monotonicity constraint
Public Member Functions | |
template<class I1, class I2> | |
MonotonicCubicSpline (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, CubicSpline::BoundaryCondition leftCondition, Real leftConditionValue, CubicSpline::BoundaryCondition rightCondition, Real rightConditionValue) |
Constructor & Destructor Documentation
MonotonicCubicSpline | ( | const I1 & | xBegin, | |
const I1 & | xEnd, | |||
const I2 & | yBegin, | |||
CubicSpline::BoundaryCondition | leftCondition, | |||
Real | leftConditionValue, | |||
CubicSpline::BoundaryCondition | rightCondition, | |||
Real | rightConditionValue | |||
) |
- Precondition:
- the
values must be sorted.