QuantLib_Interpolation2D man page

Interpolation2D — base class for 2-D interpolations.  


#include <ql/math/interpolations/interpolation2d.hpp>

Inherits Extrapolator.

Inherited by BackwardflatLinearInterpolation, BicubicSpline, BilinearInterpolation, FlatExtrapolator2D, KernelInterpolation2D, and Polynomial2DSpline.


class Impl
abstract base class for 2-D interpolation implementations
class templateImpl
basic template implementation

Public Types

typedef Real first_argument_type
typedef Real second_argument_type
typedef Real result_type

Public Member Functions

Real operator() (Real x, Real y, bool allowExtrapolation=false) const
Real xMin () const
Real xMax () const
std::vector< Real > xValues () const
Size locateX (Real x) const
Real yMin () const
Real yMax () const
std::vector< Real > yValues () const
Size locateY (Real y) const
const Matrix & zData () const
bool isInRange (Real x, Real y) const
void update ()

Protected Member Functions

void checkRange (Real x, Real y, bool extrapolate) const

Protected Attributes

boost::shared_ptr< Impl > impl_

Detailed Description

base class for 2-D interpolations.

Classes derived from this class will provide interpolated values from two sequences of length $ N $ and $ M $, representing the discretized values of the $ x $ and $ y $ variables, and a $ N imes M $ matrix representing the tabulated function values.


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Referenced By

The man pages first_argument_type(3), locateX(3), locateY(3), second_argument_type(3), yMax(3), yMin(3) and zData(3) are aliases of QuantLib_Interpolation2D(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib