- QuantLib
- Interpolation2D
A free/open-source library for quantitative finance
Classes |
Public Types |
Public Member Functions |
Protected Member Functions |
Protected Attributes
Interpolation2D Class Reference
base class for 2-D interpolations. More...
#include <ql/math/interpolations/interpolation2d.hpp>
Inheritance diagram for Interpolation2D:
Classes | |
| class | Impl |
| abstract base class for 2-D interpolation implementations More... | |
| class | templateImpl |
| basic template implementation More... | |
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 
and 
, representing the discretized values of the 
and 
variables, and a 
matrix representing the tabulated function values.