QuantLib_BilinearInterpolation man page

BilinearInterpolation — bilinear interpolation between discrete points

Synopsis

#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)

Precondition:

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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib