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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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).

Fri Sep 23 2016 Version 1.8.1 QuantLib