QuantLib::Interpolation2D - base class for 2-D interpolations.


#include <ql/math/interpolations/interpolation2d.hpp>

Inherits QuantLib::Extrapolator.

Inherited by BicubicSpline, BilinearInterpolation, and FlatExtrapolator2D.


class Impl
abstract base class for 2-D interpolation implementations
class templateImpl
basic template implementation

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 $ N $ and $ M $, representing the discretized values of the $ x $ and $ y $ variables, and a $ N imes M $ matrix representing the tabulated function values.


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