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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib