QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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bicubic-spline interpolation between discrete points More...
#include <bicubicsplineinterpolation.hpp>
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) | |
Real | derivativeX (Real x, Real y) const |
Real | derivativeY (Real x, Real y) const |
Real | secondDerivativeX (Real x, Real y) const |
Real | secondDerivativeY (Real x, Real y) const |
Real | derivativeXY (Real x, Real y) const |
Public Member Functions inherited from Interpolation2D | |
Interpolation2D ()=default | |
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 () |
Public Member Functions inherited from Extrapolator | |
Extrapolator ()=default | |
virtual | ~Extrapolator ()=default |
void | enableExtrapolation (bool b=true) |
enable extrapolation in subsequent calls More... | |
void | disableExtrapolation (bool b=true) |
disable extrapolation in subsequent calls More... | |
bool | allowsExtrapolation () const |
tells whether extrapolation is enabled More... | |
Additional Inherited Members | |
Protected Member Functions inherited from Interpolation2D | |
void | checkRange (Real x, Real y, bool extrapolate) const |
Protected Attributes inherited from Interpolation2D | |
ext::shared_ptr< Impl > | impl_ |
bicubic-spline interpolation between discrete points
Definition at line 163 of file bicubicsplineinterpolation.hpp.
BicubicSpline | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin, | ||
const I2 & | yEnd, | ||
const M & | zData | ||
) |
Definition at line 167 of file bicubicsplineinterpolation.hpp.
Definition at line 175 of file bicubicsplineinterpolation.hpp.
Definition at line 179 of file bicubicsplineinterpolation.hpp.
Definition at line 183 of file bicubicsplineinterpolation.hpp.
Definition at line 187 of file bicubicsplineinterpolation.hpp.
Definition at line 192 of file bicubicsplineinterpolation.hpp.