QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
ConvexMonotoneInterpolation< I1, I2 > Member List

This is the complete list of members for ConvexMonotoneInterpolation< I1, I2 >, including all inherited members.

allowsExtrapolation() constExtrapolator
argument_type typedef (defined in Interpolation)Interpolation
checkRange(Real x, bool extrapolate) const (defined in Interpolation)Interpolationprotected
ConvexMonotoneInterpolation(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real quadraticity, Real monotonicity, bool forcePositive, bool flatFinalPeriod=false, const helper_map &preExistingHelpers=helper_map()) (defined in ConvexMonotoneInterpolation< I1, I2 >)ConvexMonotoneInterpolation< I1, I2 >
ConvexMonotoneInterpolation(Interpolation &interp) (defined in ConvexMonotoneInterpolation< I1, I2 >)ConvexMonotoneInterpolation< I1, I2 >
derivative(Real x, bool allowExtrapolation=false) const (defined in Interpolation)Interpolation
disableExtrapolation(bool b=true)Extrapolator
empty() const (defined in Interpolation)Interpolation
enableExtrapolation(bool b=true)Extrapolator
Extrapolator() (defined in Extrapolator)Extrapolator
getExistingHelpers() (defined in ConvexMonotoneInterpolation< I1, I2 >)ConvexMonotoneInterpolation< I1, I2 >
impl_ (defined in Interpolation)Interpolationprotected
Interpolation() (defined in Interpolation)Interpolation
isInRange(Real x) const (defined in Interpolation)Interpolation
operator()(Real x, bool allowExtrapolation=false) const (defined in Interpolation)Interpolation
primitive(Real x, bool allowExtrapolation=false) const (defined in Interpolation)Interpolation
result_type typedef (defined in Interpolation)Interpolation
secondDerivative(Real x, bool allowExtrapolation=false) const (defined in Interpolation)Interpolation
update() (defined in Interpolation)Interpolation
xMax() const (defined in Interpolation)Interpolation
xMin() const (defined in Interpolation)Interpolation
~Extrapolator() (defined in Extrapolator)Extrapolatorvirtual
~Interpolation() (defined in Interpolation)Interpolationvirtual