QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
BicubicSplineDerivatives Class Referenceabstract

#include <bicubicsplineinterpolation.hpp>

+ Inheritance diagram for BicubicSplineDerivatives:
+ Collaboration diagram for BicubicSplineDerivatives:

Public Member Functions

virtual ~BicubicSplineDerivatives ()=default
 
virtual Real derivativeX (Real x, Real y) const =0
 
virtual Real derivativeY (Real x, Real y) const =0
 
virtual Real derivativeXY (Real x, Real y) const =0
 
virtual Real secondDerivativeX (Real x, Real y) const =0
 
virtual Real secondDerivativeY (Real x, Real y) const =0
 

Detailed Description

Definition at line 35 of file bicubicsplineinterpolation.hpp.

Constructor & Destructor Documentation

◆ ~BicubicSplineDerivatives()

virtual ~BicubicSplineDerivatives ( )
virtualdefault

Member Function Documentation

◆ derivativeX()

virtual Real derivativeX ( Real  x,
Real  y 
) const
pure virtual

◆ derivativeY()

virtual Real derivativeY ( Real  x,
Real  y 
) const
pure virtual

◆ derivativeXY()

virtual Real derivativeXY ( Real  x,
Real  y 
) const
pure virtual

◆ secondDerivativeX()

virtual Real secondDerivativeX ( Real  x,
Real  y 
) const
pure virtual

◆ secondDerivativeY()

virtual Real secondDerivativeY ( Real  x,
Real  y 
) const
pure virtual