BicubicSpline (3) Linux Manual Page
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.