ql/math/interpolations/convexmonotoneinterpolation.hpp File Reference

convex monotone interpolation method More...

#include <ql/math/interpolation.hpp>
#include <map>
Include dependency graph for convexmonotoneinterpolation.hpp:

Classes

class  ConvexMonotoneInterpolation< I1, I2 >
 Convex monotone yield-curve interpolation method. More...
class  ConvexMonotone
 Convex-monotone interpolation factory and traits. More...

Detailed Description

convex monotone interpolation method