NaturalMonotonicCubicSpline Class Reference

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

Inheritance diagram for NaturalMonotonicCubicSpline:

List of all members.


Detailed Description

Natural cubic spline with monotonicity constraint.

Public Member Functions

template<class I1, class I2>
 NaturalMonotonicCubicSpline (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)

Constructor & Destructor Documentation

NaturalMonotonicCubicSpline ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin 
)

Precondition:
the $ x $ values must be sorted.