QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <kernelinterpolation2d.hpp>
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_ |
Definition at line 56 of file kernelinterpolation2d.hpp.
KernelInterpolation2DImpl | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin, | ||
const I2 & | yEnd, | ||
const M & | zData, | ||
Kernel | kernel | ||
) |
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overridevirtual |
Implements Interpolation2D::Impl.
Definition at line 76 of file kernelinterpolation2d.hpp.
Implements Interpolation2D::Impl.
Definition at line 78 of file kernelinterpolation2d.hpp.
void setInverseResultPrecision | ( | Real | invPrec | ) |
Definition at line 102 of file kernelinterpolation2d.hpp.
Definition at line 109 of file kernelinterpolation2d.hpp.
Definition at line 113 of file kernelinterpolation2d.hpp.
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Definition at line 129 of file kernelinterpolation2d.hpp.
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Definition at line 174 of file kernelinterpolation2d.hpp.
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Definition at line 174 of file kernelinterpolation2d.hpp.
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Definition at line 174 of file kernelinterpolation2d.hpp.
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Definition at line 175 of file kernelinterpolation2d.hpp.
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Definition at line 176 of file kernelinterpolation2d.hpp.
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Definition at line 176 of file kernelinterpolation2d.hpp.
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Definition at line 177 of file kernelinterpolation2d.hpp.
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Definition at line 178 of file kernelinterpolation2d.hpp.