QuantLib_BilinearInterpolation (3) Linux Manual Page

QuantLib::BilinearInterpolation – bilinear interpolation between discrete points

Synopsis

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

Inherits QuantLib::Interpolation2D.

Public Member Functions

template<class I1 , class I2 , class M > BilinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData)

Detailed Description

bilinear interpolation between discrete points

Constructor & Destructor Documentation

BilinearInterpolation (const I1 & xBegin, const I1 & xEnd, const I2 & yBegin, const I2 & yEnd, const M & zData)

Precondition:

the $ x $ and $ y $ values must be sorted.

Author

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