MonotonicCubicSpline Class Reference
#include <ql/Math/cubicspline.hpp>
Inheritance diagram for MonotonicCubicSpline:

Detailed Description
Cubic spline with monotonicity constraint
Public Member Functions | |
| template<class I1, class I2> | |
| MonotonicCubicSpline (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, CubicSpline::BoundaryCondition leftCondition, Real leftConditionValue, CubicSpline::BoundaryCondition rightCondition, Real rightConditionValue) | |
Constructor & Destructor Documentation
| MonotonicCubicSpline | ( | const I1 & | xBegin, | |
| const I1 & | xEnd, | |||
| const I2 & | yBegin, | |||
| CubicSpline::BoundaryCondition | leftCondition, | |||
| Real | leftConditionValue, | |||
| CubicSpline::BoundaryCondition | rightCondition, | |||
| Real | rightConditionValue | |||
| ) |
- Precondition:
- the
values must be sorted.