QuantLib_BicubicSpline man page

BicubicSpline — bicubic-spline interpolation between discrete points  

Synopsis

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

Inherits Interpolation2D.

Public Member Functions

template<class I1 , class I2 , class M > BicubicSpline (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData)
Real derivativeX (Real x, Real y) const
Real derivativeY (Real x, Real y) const
Real secondDerivativeX (Real x, Real y) const
Real secondDerivativeY (Real x, Real y) const
Real derivativeXY (Real x, Real y) const

Additional Inherited Members

Detailed Description

bicubic-spline interpolation between discrete points

Constructor & Destructor Documentation

BicubicSpline (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, const I2 & yEnd, const M & zData)

Precondition:

the $ x $ and $ y $ values must be sorted.

Author

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Referenced By

The man pages BicubicSpline(3), derivativeX(3), derivativeXY(3), derivativeY(3), secondDerivativeX(3) and secondDerivativeY(3) are aliases of QuantLib_BicubicSpline(3).

Wed Aug 2 2017 Version 1.10 QuantLib