QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
convexmonotoneinterpolation.hpp File Reference

convex monotone interpolation method More...

#include <ql/math/interpolation.hpp>
#include <map>

Go to the source code of this file.

Classes

class  ConvexMonotoneInterpolation< I1, I2 >
 Convex monotone yield-curve interpolation method. More...
 
class  ConvexMonotone
 Convex-monotone interpolation factory and traits. More...
 
class  SectionHelper
 
class  ConvexMonotoneImpl< I1, I2 >
 
class  ComboHelper
 
class  EverywhereConstantHelper
 
class  ConvexMonotone2Helper
 
class  ConvexMonotone3Helper
 
class  ConvexMonotone4Helper
 
class  ConvexMonotone4MinHelper
 
class  ConstantGradHelper
 
class  QuadraticHelper
 
class  QuadraticMinHelper
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Detailed Description

convex monotone interpolation method

Definition in file convexmonotoneinterpolation.hpp.