NAME

QuantLib::BicubicSpline - bicubic-spline interpolation between discrete points

SYNOPSIS


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

Inherits QuantLib::Interpolation2D.

Public Member Functions


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

Detailed Description

bicubic-spline interpolation between discrete points

Possible enhancements

revise end conditions

Constructor & Destructor Documentation

BicubicSpline (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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