convex monotone interpolation method More...
#include <ql/math/interpolation.hpp>
#include <map>
Classes | |
class | ConvexMonotoneInterpolation< I1, I2 > |
Convex monotone yield-curve interpolation method. More... | |
class | ConvexMonotone |
Convex-monotone interpolation factory and traits. More... |
convex monotone interpolation method