KernelInterpolation2DImpl< I1, I2, M, Kernel > Class Template Reference

#include <ql/math/interpolations/kernelinterpolation2d.hpp>

Inheritance diagram for KernelInterpolation2DImpl< I1, I2, M, Kernel >:

Collaboration diagram for KernelInterpolation2DImpl< I1, I2, M, Kernel >:

Public Member Functions
	KernelInterpolation2DImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData, Kernel kernel)
void	calculate () override
Real	value (Real x1, Real x2) const override
void	setInverseResultPrecision (Real invPrec)
Public Member Functions inherited from Interpolation2D::templateImpl< I1, I2, M >
	templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData)
Real	xMin () const override
Real	xMax () const override
std::vector< Real >	xValues () const override
Real	yMin () const override
Real	yMax () const override
std::vector< Real >	yValues () const override
const Matrix &	zData () const override
bool	isInRange (Real x, Real y) const override
Public Member Functions inherited from Interpolation2D::Impl
virtual	~Impl ()=default
virtual void	calculate ()=0
virtual Real	xMin () const =0
virtual Real	xMax () const =0
virtual std::vector< Real >	xValues () const =0
virtual Size	locateX (Real x) const =0
virtual Real	yMin () const =0
virtual Real	yMax () const =0
virtual std::vector< Real >	yValues () const =0
virtual Size	locateY (Real y) const =0
virtual const Matrix &	zData () const =0
virtual bool	isInRange (Real x, Real y) const =0
virtual Real	value (Real x, Real y) const =0

Private Member Functions
Real	kernelAbs (const Array &X, const Array &Y) const
Real	gammaFunc (const Array &X) const
void	updateAlphaVec ()

Private Attributes
Size	xSize_
Size	ySize_
Size	xySize_
Real	invPrec_ = 1.0e-10
Array	alphaVec_
Array	yVec_
Matrix	M_
Kernel	kernel_

Additional Inherited Members
Protected Member Functions inherited from Interpolation2D::templateImpl< I1, I2, M >
Size	locateX (Real x) const override
Size	locateY (Real y) const override
Protected Attributes inherited from Interpolation2D::templateImpl< I1, I2, M >
I1	xBegin_
I1	xEnd_
I2	yBegin_
I2	yEnd_
const M &	zData_

Detailed Description

template<class I1, class I2, class M, class Kernel>
class QuantLib::detail::KernelInterpolation2DImpl< I1, I2, M, Kernel >

Definition at line 56 of file kernelinterpolation2d.hpp.

Constructor & Destructor Documentation

KernelInterpolation2DImpl()

KernelInterpolation2DImpl	(	const I1 &	xBegin,
		const I1 &	xEnd,
		const I2 &	yBegin,
		const I2 &	yEnd,
		const M &	zData,
		Kernel	kernel
	)

Definition at line 60 of file kernelinterpolation2d.hpp.

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Member Function Documentation

calculate()

void calculate ( )

overridevirtual

Implements Interpolation2D::Impl.

Definition at line 76 of file kernelinterpolation2d.hpp.

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value()

Real value ( Real  x1, Real  x2  ) const

overridevirtual

Implements Interpolation2D::Impl.

Definition at line 78 of file kernelinterpolation2d.hpp.

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setInverseResultPrecision()

void setInverseResultPrecision

(

Real

invPrec

)

Definition at line 102 of file kernelinterpolation2d.hpp.

kernelAbs()

Real kernelAbs ( const Array &  X, const Array &  Y  ) const

private

Definition at line 109 of file kernelinterpolation2d.hpp.

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gammaFunc()

Real gammaFunc ( const Array &  X ) const

private

Definition at line 113 of file kernelinterpolation2d.hpp.

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updateAlphaVec()

void updateAlphaVec ( )

private

Definition at line 129 of file kernelinterpolation2d.hpp.

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Member Data Documentation

xSize_

Size xSize_

private

Definition at line 174 of file kernelinterpolation2d.hpp.

ySize_

Size ySize_

private

Definition at line 174 of file kernelinterpolation2d.hpp.

xySize_

Size xySize_

private

Definition at line 174 of file kernelinterpolation2d.hpp.

invPrec_

Real invPrec_ = 1.0e-10

private

Definition at line 175 of file kernelinterpolation2d.hpp.

alphaVec_

Array alphaVec_

private

Definition at line 176 of file kernelinterpolation2d.hpp.

yVec_

Array yVec_

private

Definition at line 176 of file kernelinterpolation2d.hpp.

M_

Matrix M_

private

Definition at line 177 of file kernelinterpolation2d.hpp.

kernel_

Kernel kernel_

private

Definition at line 178 of file kernelinterpolation2d.hpp.