ConvexMonotone Class Reference

Convex-monotone interpolation factory and traits. More...

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

List of all members.

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.