File: class_quant_lib_1_1_monotonic_cubic_spline.html

package info (click to toggle)
quantlib-refman-html 0.9.0-1
  • links: PTS
  • area: main
  • in suites: lenny
  • size: 60,592 kB
  • ctags: 7,595
  • sloc: makefile: 30
file content (158 lines) | stat: -rw-r--r-- 7,696 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: MonotonicCubicSpline Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="212" height="47" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 0.9.0</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_monotonic_cubic_spline.html">MonotonicCubicSpline</a></div>
<h1>MonotonicCubicSpline Class Reference</h1><!-- doxytag: class="QuantLib::MonotonicCubicSpline" --><!-- doxytag: inherits="QuantLib::CubicSplineInterpolation" --><code>#include &lt;ql/math/interpolations/cubicspline.hpp&gt;</code>
<p>
<div class="dynheader">
Inheritance diagram for MonotonicCubicSpline:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_monotonic_cubic_spline__inherit__graph.png" border="0" usemap="#_monotonic_cubic_spline__inherit__map" alt="Inheritance graph"></center>
<map name="_monotonic_cubic_spline__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_cubic_spline_interpolation.html" title="Cubic spline interpolation between discrete points." alt="" coords="5,7,181,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>

<p>
<a href="class_quant_lib_1_1_monotonic_cubic_spline-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Cubic spline with monotonicity constraint <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memTemplParams" nowrap colspan="2">template&lt;class I1, class I2&gt; </td></tr>
<tr><td class="memTemplItemLeft" nowrap align="right" valign="top">&nbsp;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_monotonic_cubic_spline.html#e7d11f9878b542584249768eb0e5082a">MonotonicCubicSpline</a> (const I1 &amp;xBegin, const I1 &amp;xEnd, const I2 &amp;yBegin, <a class="el" href="class_quant_lib_1_1_cubic_spline_interpolation.html#f3393571fa8a8daa4ee5c06613b26555">CubicSplineInterpolation::BoundaryCondition</a> leftCondition, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> leftConditionValue, <a class="el" href="class_quant_lib_1_1_cubic_spline_interpolation.html#f3393571fa8a8daa4ee5c06613b26555">CubicSplineInterpolation::BoundaryCondition</a> rightCondition, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rightConditionValue)</td></tr>

</table>
<hr><h2>Constructor &amp; Destructor Documentation</h2>
<a class="anchor" name="e7d11f9878b542584249768eb0e5082a"></a><!-- doxytag: member="QuantLib::MonotonicCubicSpline::MonotonicCubicSpline" ref="e7d11f9878b542584249768eb0e5082a" args="(const I1 &amp;xBegin, const I1 &amp;xEnd, const I2 &amp;yBegin, CubicSplineInterpolation::BoundaryCondition leftCondition, Real leftConditionValue, CubicSplineInterpolation::BoundaryCondition rightCondition, Real rightConditionValue)" -->
<div class="memitem">
<div class="memproto">
      <table class="memname">
        <tr>
          <td class="memname"><a class="el" href="class_quant_lib_1_1_monotonic_cubic_spline.html">MonotonicCubicSpline</a>           </td>
          <td>(</td>
          <td class="paramtype">const I1 &amp;&nbsp;</td>
          <td class="paramname"> <em>xBegin</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">const I1 &amp;&nbsp;</td>
          <td class="paramname"> <em>xEnd</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">const I2 &amp;&nbsp;</td>
          <td class="paramname"> <em>yBegin</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype"><a class="el" href="class_quant_lib_1_1_cubic_spline_interpolation.html#f3393571fa8a8daa4ee5c06613b26555">CubicSplineInterpolation::BoundaryCondition</a>&nbsp;</td>
          <td class="paramname"> <em>leftCondition</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&nbsp;</td>
          <td class="paramname"> <em>leftConditionValue</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype"><a class="el" href="class_quant_lib_1_1_cubic_spline_interpolation.html#f3393571fa8a8daa4ee5c06613b26555">CubicSplineInterpolation::BoundaryCondition</a>&nbsp;</td>
          <td class="paramname"> <em>rightCondition</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype"><a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&nbsp;</td>
          <td class="paramname"> <em>rightConditionValue</em></td><td>&nbsp;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td><td width="100%"></td>
        </tr>
      </table>
</div>
<div class="memdoc">

<p>
<dl class="pre" compact><dt><b>Precondition:</b></dt><dd>the <img class="formulaInl" alt="$ x $" src="form_138.png"> values must be sorted. </dd></dl>

</div>
</div><p>

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>

</div>

</body>
</html>