data_table(3)
NAME
QuantLib::MultiCubicSpline – N-dimensional cubic spline interpolation between discrete points.
SYNOPSIS
#include <ql/math/interpolations/multicubicspline.hpp>
Public Types
typedef c_splint::argument_type argument_type
typedef c_splint::result_type result_type
typedef c_splint::data_table data_table
typedef c_splint::return_type return_type
typedef c_splint::output_data output_data
typedef c_splint::dimensions dimensions
typedef c_splint::data data
Public Member Functions
MultiCubicSpline (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false))
result_type operator() (const argument_type &x) const
void set_shared_increments () const
void set_shared_coefficients (const argument_type &x) const
Detailed Description
template<Size i> class QuantLib::MultiCubicSpline< i >
N-dimensional cubic spline interpolation between discrete points.
Tests
- interpolated values are checked against the original function.
Possible enhancements
- *
- allow extrapolation as for the other interpolations
- *
- investigate if and how to implement Hyman filters and different boundary conditions
Bug
- cannot interpolate at the grid points on the boundary surface of the N-dimensional region
Author
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