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

Interpolation2D Class Template Reference #include <interpolation2D.hpp> Inheritance diagram for Interpolation2D: [legend]List of all members. Detailed Description template<class RandomAccessIteratorX, class RandomAccessIteratorY, class MatricialData> class QuantLib::Math::Interpolation2D< RandomAccessIteratorX, RandomAccessIteratorY, MatricialData > abstract base class for 2-D interpolations Classes derived from this class will override operator() to provide interpolated values from two sequences of length N and M, representing the discretized values of the x,y variables, and a NxM matrix representing the function tabulated z values. Todo: Bicubic interpolation and bicubic spline Public Types typedef double  result_type Public Member Functions   Interpolation2D (const RandomAccessIteratorX &xBegin, const RandomAccessIteratorX &xEnd, const RandomAccessIteratorY &yBegin, const RandomAccessIteratorY &yEnd, const MatricialData &data) virtual double  operator() (const first_argument_type &x, const second_argument_type &y, bool allowExtrapolation=false) const=0 Public Attributes typedef< RandomAccessIteratorX >::value_type  first_argument_type typedef< RandomAccessIteratorY >::value_type  second_argument_type Protected Member Functions void  locate (const first_argument_type &x, const second_argument_type &y) const Protected Attributes bool  isOutOfRange_ RandomAccessIteratorX  xPos_ RandomAccessIteratorY  yPos_ RandomAccessIteratorX  xBegin_ RandomAccessIteratorX  xEnd_ RandomAccessIteratorY  yBegin_ RandomAccessIteratorY  yEnd_ const MatricialData &  data_ Member Function Documentation virtual double operator() (  const first_argument_type &  x, const second_argument_type &  y, bool  allowExtrapolation = false )  const [pure 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. Implemented in BicubicSplineInterpolation, and BilinearInterpolation. The documentation for this class was generated from the following file: ql/Math/interpolation2D.hpp

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