QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 | |
dataSizeAdjustment | ConvexMonotone | static |
forcePositive_ | ConvexMonotone | private |
global | ConvexMonotone | static |
interpolate(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin) const | ConvexMonotone | |
localInterpolate(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Size localisation, Interpolation &prevInterpolation, Size finalSize) const | ConvexMonotone | |
monotonicity_ | ConvexMonotone | private |
quadraticity_ | ConvexMonotone | private |
requiredPoints | ConvexMonotone | static |