QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

BicubicSplineInterpolation Class Template Reference #include <bicubicsplineinterpolation.hpp> Inheritance diagram for BicubicSplineInterpolation: [legend]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: ql/Math/bicubicsplineinterpolation.hpp

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