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Public Member Functions | List of all members

bicubic-spline interpolation between discrete points More...

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

+ Inheritance diagram for BicubicSpline:
+ Collaboration diagram for BicubicSpline:

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< RealxValues () const
 
Size locateX (Real x) const
 
Real yMin () const
 
Real yMax () const
 
std::vector< RealyValues () const
 
Size locateY (Real y) const
 
const MatrixzData () 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

- Public Attributes inherited from Interpolation2D
QL_DEPRECATED typedef Real first_argument_type
 
QL_DEPRECATED typedef Real second_argument_type
 
QL_DEPRECATED typedef Real result_type
 
- Protected Member Functions inherited from Interpolation2D
void checkRange (Real x, Real y, bool extrapolate) const
 
- Protected Attributes inherited from Interpolation2D
ext::shared_ptr< Implimpl_
 

Detailed Description

bicubic-spline interpolation between discrete points

Warning:
See the Interpolation class for information about the required lifetime of the underlying data.

Definition at line 163 of file bicubicsplineinterpolation.hpp.

Constructor & Destructor Documentation

◆ BicubicSpline()

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.

Definition at line 167 of file bicubicsplineinterpolation.hpp.

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Member Function Documentation

◆ derivativeX()

Real derivativeX ( Real  x,
Real  y 
) const

Definition at line 175 of file bicubicsplineinterpolation.hpp.

◆ derivativeY()

Real derivativeY ( Real  x,
Real  y 
) const

Definition at line 179 of file bicubicsplineinterpolation.hpp.

◆ secondDerivativeX()

Real secondDerivativeX ( Real  x,
Real  y 
) const

Definition at line 183 of file bicubicsplineinterpolation.hpp.

◆ secondDerivativeY()

Real secondDerivativeY ( Real  x,
Real  y 
) const

Definition at line 187 of file bicubicsplineinterpolation.hpp.

◆ derivativeXY()

Real derivativeXY ( Real  x,
Real  y 
) const

Definition at line 192 of file bicubicsplineinterpolation.hpp.