BicubicSplineInterpolation Class Template Reference

#include <bicubicsplineinterpolation.hpp>

Inheritance diagram for BicubicSplineInterpolation:

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List of all members.

Detailed Description

template<class RandomAccessIteratorX, class RandomAccessIteratorY, class MatricialData>
class QuantLib::Math::BicubicSplineInterpolation< RandomAccessIteratorX, RandomAccessIteratorY, MatricialData >

bicubic spline interpolation between discrete points


Public Types

typedef double result_type

Public Member Functions

 BicubicSplineInterpolation (const RandomAccessIteratorX &xBegin, const RandomAccessIteratorX &xEnd, const RandomAccessIteratorY &yBegin, const RandomAccessIteratorY &yEnd, const MatricialData &data)
result_type operator() (const first_argument_type &x, const second_argument_type &y, bool allowExtrapolation=false) const

Public Attributes

typedef< RandomAccessIteratorX
>::value_type 
first_argument_type
typedef< RandomAccessIteratorY
>::value_type 
second_argument_type


Member Function Documentation

double operator() const first_argument_type &  x,
const second_argument_type &  y,
bool  allowExtrapolation = false
const [virtual]
 

This operator must be overridden to provide an implementation of the actual interpolation.

Precondition:
The sequence of values for x must have been sorted for the result to make sense.

Implements Interpolation2D.


The documentation for this class was generated from the following file:

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