BilinearFlat Class Reference

BiLinear-interpolation and flat extrapolation factory More...

#include <qle/math/flatextrapolation2d.hpp>

Collaboration diagram for BilinearFlat:

Public Member Functions
template<class I1 , class I2 , class M >
Interpolation2D	interpolate (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &z) const

Detailed Description

BiLinear-interpolation and flat extrapolation factory

Definition at line 36 of file flatextrapolation2d.hpp.

Member Function Documentation

interpolate()

Interpolation2D interpolate	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin,
		const I2 &	yEnd,
		const M &	z
	)		const

Definition at line 39 of file flatextrapolation2d.hpp.

                                                                                                                      {
            return FlatExtrapolator2D(QuantLib::ext::make_shared<BilinearInterpolation>(xBegin, xEnd, yBegin, yEnd, z));
    }

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