ConvexMonotone Class Reference

Convex-monotone interpolation factory and traits. More...

#include <ql/math/interpolations/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_

Detailed Description

Convex-monotone interpolation factory and traits.

Definition at line 90 of file convexmonotoneinterpolation.hpp.

Constructor & Destructor Documentation

ConvexMonotone()

ConvexMonotone	(	Real	quadraticity = 0.3,
		Real	monotonicity = 0.7,
		bool	forcePositive = true
	)

Definition at line 96 of file convexmonotoneinterpolation.hpp.

Member Function Documentation

interpolate()

Interpolation interpolate	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin
	)		const

Definition at line 103 of file convexmonotoneinterpolation.hpp.

localInterpolate()

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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Member Data Documentation

global

const bool global = true

static

Definition at line 92 of file convexmonotoneinterpolation.hpp.

requiredPoints

const Size requiredPoints = 2

static

Definition at line 93 of file convexmonotoneinterpolation.hpp.

dataSizeAdjustment

const Size dataSizeAdjustment = 1

static

Definition at line 94 of file convexmonotoneinterpolation.hpp.

quadraticity_

Real quadraticity_

private

Definition at line 157 of file convexmonotoneinterpolation.hpp.

monotonicity_

Real monotonicity_

private

Definition at line 157 of file convexmonotoneinterpolation.hpp.

forcePositive_

bool forcePositive_

private

Definition at line 158 of file convexmonotoneinterpolation.hpp.