QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
BicubicSpline Class Reference

bicubic-spline interpolation between discrete points More...

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

+ Inheritance diagram for BicubicSpline:

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
 
- Public Member Functions inherited from Interpolation2D
Real operator() (Real x, Real y, bool allowExtrapolation=false) const
 
Real xMin () const
 
Real xMax () const
 
std::vector< RealxValues () const
 
Size locateX (Real x) const
 
Real yMin () const
 
Real yMax () const
 
std::vector< RealyValues () const
 
Size locateY (Real y) const
 
const MatrixzData () const
 
bool isInRange (Real x, Real y) const
 
void update ()
 
- Public Member Functions inherited from Extrapolator
void enableExtrapolation (bool b=true)
 enable extrapolation in subsequent calls
 
void disableExtrapolation (bool b=true)
 disable extrapolation in subsequent calls
 
bool allowsExtrapolation () const
 tells whether extrapolation is enabled
 

Additional Inherited Members

- Public Types inherited from Interpolation2D
typedef Real first_argument_type
 
typedef Real second_argument_type
 
typedef Real result_type
 
- Protected Member Functions inherited from Interpolation2D
void checkRange (Real x, Real y, bool extrapolate) const
 
- Protected Attributes inherited from Interpolation2D
boost::shared_ptr< Implimpl_
 

Detailed Description

bicubic-spline interpolation between discrete points

Constructor & Destructor Documentation

◆ BicubicSpline()

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.