MonotonicCubicSpline Class Reference

#include <ql/math/interpolations/cubicspline.hpp>

Inheritance diagram for MonotonicCubicSpline:

List of all members.


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, CubicSplineInterpolation::BoundaryCondition leftCondition, Real leftConditionValue, CubicSplineInterpolation::BoundaryCondition rightCondition, Real rightConditionValue)

Constructor & Destructor Documentation

MonotonicCubicSpline ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin,
CubicSplineInterpolation::BoundaryCondition  leftCondition,
Real  leftConditionValue,
CubicSplineInterpolation::BoundaryCondition  rightCondition,
Real  rightConditionValue 
)

Precondition:
the $ x $ values must be sorted.