QuantLib_BilinearInterpolation man page

BilinearInterpolation — bilinear interpolation between discrete points


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

Inherits Interpolation2D.

Public Member Functions

template<class I1 , class I2 , class M > BilinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData)

Additional Inherited Members

Detailed Description

bilinear interpolation between discrete points

Constructor & Destructor Documentation

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


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


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Referenced By

BilinearInterpolation(3) is an alias of QuantLib_BilinearInterpolation(3).

QuantLib Version 1.8.1 Fri Sep 23 2016