QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ConvexMonotoneImpl< I1, I2 > Member List

This is the complete list of members for ConvexMonotoneImpl< I1, I2 >, including all inherited members.

ConstantGradient enum valueConvexMonotoneImpl< I1, I2 >
constantLastPeriod_ConvexMonotoneImpl< I1, I2 >private
ConvexMonotoneImpl(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, Real quadraticity, Real monotonicity, bool forcePositive, bool constantLastPeriod, const helper_map &preExistingHelpers)ConvexMonotoneImpl< I1, I2 >
derivative(Real) const overrideConvexMonotoneImpl< I1, I2 >virtual
EverywhereConstant enum valueConvexMonotoneImpl< I1, I2 >
extrapolationHelper_ConvexMonotoneImpl< I1, I2 >private
forcePositive_ConvexMonotoneImpl< I1, I2 >private
getExistingHelpers()ConvexMonotoneImpl< I1, I2 >
helper_map typedefConvexMonotoneImpl< I1, I2 >private
isInRange(Real x) const overrideInterpolation::templateImpl< I1, I2 >virtual
length_ConvexMonotoneImpl< I1, I2 >private
locate(Real x) constInterpolation::templateImpl< I1, I2 >protected
monotonicity_ConvexMonotoneImpl< I1, I2 >private
preSectionHelpers_ConvexMonotoneImpl< I1, I2 >private
primitive(Real x) const overrideConvexMonotoneImpl< I1, I2 >virtual
quadraticity_ConvexMonotoneImpl< I1, I2 >private
QuadraticMaximum enum valueConvexMonotoneImpl< I1, I2 >
QuadraticMinimum enum valueConvexMonotoneImpl< I1, I2 >
secondDerivative(Real) const overrideConvexMonotoneImpl< I1, I2 >virtual
sectionHelpers_ConvexMonotoneImpl< I1, I2 >private
SectionType enum nameConvexMonotoneImpl< I1, I2 >
templateImpl(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const int requiredPoints=2)Interpolation::templateImpl< I1, I2 >
update() overrideConvexMonotoneImpl< I1, I2 >virtual
value(Real x) const overrideConvexMonotoneImpl< I1, I2 >virtual
xBegin_Interpolation::templateImpl< I1, I2 >protected
xEnd_Interpolation::templateImpl< I1, I2 >protected
xMax() const overrideInterpolation::templateImpl< I1, I2 >virtual
xMin() const overrideInterpolation::templateImpl< I1, I2 >virtual
xValues() const overrideInterpolation::templateImpl< I1, I2 >virtual
yBegin_Interpolation::templateImpl< I1, I2 >protected
yValues() const overrideInterpolation::templateImpl< I1, I2 >virtual
~Impl()=defaultInterpolation::Implvirtual