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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Convex-monotone interpolation factory and traits. More...
#include <convexmonotoneinterpolation.hpp>
Collaboration diagram for ConvexMonotone: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 |
Private Attributes | |
| Real | quadraticity_ |
| Real | monotonicity_ |
| bool | forcePositive_ |
Convex-monotone interpolation factory and traits.
Definition at line 90 of file convexmonotoneinterpolation.hpp.
| ConvexMonotone | ( | Real | quadraticity = 0.3, |
| Real | monotonicity = 0.7, |
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| bool | forcePositive = true |
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| ) |
Definition at line 96 of file convexmonotoneinterpolation.hpp.
| Interpolation interpolate | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin | ||
| ) | const |
Definition at line 103 of file convexmonotoneinterpolation.hpp.
| Interpolation localInterpolate | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin, | ||
| Size | localisation, | ||
| Interpolation & | prevInterpolation, | ||
| Size | finalSize | ||
| ) | const |
Definition at line 113 of file convexmonotoneinterpolation.hpp.
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Definition at line 92 of file convexmonotoneinterpolation.hpp.
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Definition at line 93 of file convexmonotoneinterpolation.hpp.
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Definition at line 94 of file convexmonotoneinterpolation.hpp.
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Definition at line 157 of file convexmonotoneinterpolation.hpp.
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Definition at line 157 of file convexmonotoneinterpolation.hpp.
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Definition at line 158 of file convexmonotoneinterpolation.hpp.