MonotonicCubicSpline Class Reference

#include <ql/math/interpolations/cubicspline.hpp>

Inheritance diagram for MonotonicCubicSpline:

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List of all members.

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 $ x $ values must be sorted.