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 |
Convex-monotone interpolation factory and traits.