QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
ConvexMonotone Member List

This is the complete list of members for ConvexMonotone, including all inherited members.

ConvexMonotone(Real quadraticity=0.3, Real monotonicity=0.7, bool forcePositive=true) (defined in ConvexMonotone)ConvexMonotoneexplicit
dataSizeAdjustment (defined in ConvexMonotone)ConvexMonotonestatic
global (defined in ConvexMonotone)ConvexMonotonestatic
interpolate(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const (defined in ConvexMonotone)ConvexMonotone
localInterpolate(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size localisation, Interpolation &prevInterpolation, Size finalSize) const (defined in ConvexMonotone)ConvexMonotone
requiredPoints (defined in ConvexMonotone)ConvexMonotonestatic