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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ConvexMonotone Member List

This is the complete list of members for ConvexMonotone, including all inherited members.

ConvexMonotone(Real quadraticity=0.3, Real monotonicity=0.7, bool forcePositive=true)ConvexMonotone
dataSizeAdjustmentConvexMonotonestatic
forcePositive_ConvexMonotoneprivate
globalConvexMonotonestatic
interpolate(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) constConvexMonotone
localInterpolate(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size localisation, Interpolation &prevInterpolation, Size finalSize) constConvexMonotone
monotonicity_ConvexMonotoneprivate
quadraticity_ConvexMonotoneprivate
requiredPointsConvexMonotonestatic