QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <convexmonotoneinterpolation.hpp>
Public Member Functions | |
virtual | ~SectionHelper ()=default |
virtual Real | value (Real x) const =0 |
virtual Real | primitive (Real x) const =0 |
virtual Real | fNext () const =0 |
Definition at line 164 of file convexmonotoneinterpolation.hpp.
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virtualdefault |
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pure virtual |