MultiCubicSpline< i > Class Template Reference

N-dimensional cubic spline interpolation between discrete points. More...

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

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Public Types
typedef c_splint::argument_type	argument_type
typedef c_splint::result_type	result_type
typedef c_splint::data_table	data_table
typedef c_splint::return_type	return_type
typedef c_splint::output_data	output_data
typedef c_splint::dimensions	dimensions
typedef c_splint::data	data

Public Member Functions
	MultiCubicSpline (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false))
result_type	operator() (const argument_type &x) const
void	set_shared_increments () const
void	set_shared_coefficients (const argument_type &x) const

Private Types
typedef detail::Int2Type< i >::c_spline	c_spline
typedef detail::Int2Type< i >::c_splint	c_splint

Private Attributes
const SplineGrid &	grid_
const data_table &	y_
const std::vector< bool > &	ae_
return_type	a_
return_type	b_
return_type	a2_
return_type	b2_
output_data	v_
output_data	v1_
output_data	v2_
result_type	res_
dimensions	i_
data	d_
data	d2_
data_table	y2_

Detailed Description

template<Size i>
class QuantLib::MultiCubicSpline< i >

N-dimensional cubic spline interpolation between discrete points.

Tests:

interpolated values are checked against the original function.

Bug:

cannot interpolate at the grid points on the boundary surface of the N-dimensional region

Definition at line 466 of file multicubicspline.hpp.

Member Typedef Documentation

c_spline

typedef detail::Int2Type<i>::c_spline c_spline

private

Definition at line 467 of file multicubicspline.hpp.

c_splint

typedef detail::Int2Type<i>::c_splint c_splint

private

Definition at line 468 of file multicubicspline.hpp.

argument_type

typedef c_splint::argument_type argument_type

Definition at line 470 of file multicubicspline.hpp.

result_type

typedef c_splint::result_type result_type

Definition at line 471 of file multicubicspline.hpp.

data_table

typedef c_splint::data_table data_table

Definition at line 472 of file multicubicspline.hpp.

return_type

typedef c_splint::return_type return_type

Definition at line 473 of file multicubicspline.hpp.

output_data

typedef c_splint::output_data output_data

Definition at line 474 of file multicubicspline.hpp.

dimensions

typedef c_splint::dimensions dimensions

Definition at line 475 of file multicubicspline.hpp.

data

typedef c_splint::data data

Definition at line 476 of file multicubicspline.hpp.

Constructor & Destructor Documentation

MultiCubicSpline()

MultiCubicSpline	(	const SplineGrid &	grid,
		const data_table &	y,
		const std::vector< bool > &	ae = std::vector<bool>(20, false)
	)

Definition at line 477 of file multicubicspline.hpp.

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Member Function Documentation

operator()()

result_type operator()

(

const argument_type &

x

)

const

Definition at line 485 of file multicubicspline.hpp.

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set_shared_increments()

void set_shared_increments

Definition at line 508 of file multicubicspline.hpp.

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set_shared_coefficients()

void set_shared_coefficients

(

const argument_type &

x

)

const

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Member Data Documentation

grid_

const SplineGrid& grid_

private

Definition at line 494 of file multicubicspline.hpp.

y_

const data_table& y_

private

Definition at line 495 of file multicubicspline.hpp.

ae_

const std::vector<bool>& ae_

private

Definition at line 496 of file multicubicspline.hpp.

a_

return_type a_

mutableprivate

Definition at line 497 of file multicubicspline.hpp.

b_

return_type b_

private

Definition at line 497 of file multicubicspline.hpp.

a2_

return_type a2_

private

Definition at line 497 of file multicubicspline.hpp.

b2_

return_type b2_

private

Definition at line 497 of file multicubicspline.hpp.

v_

output_data v_

mutableprivate

Definition at line 498 of file multicubicspline.hpp.

v1_

output_data v1_

private

Definition at line 498 of file multicubicspline.hpp.

v2_

output_data v2_

private

Definition at line 498 of file multicubicspline.hpp.

res_

result_type res_

mutableprivate

Definition at line 499 of file multicubicspline.hpp.

i_

dimensions i_

mutableprivate

Definition at line 500 of file multicubicspline.hpp.

d_

data d_

mutableprivate

Definition at line 501 of file multicubicspline.hpp.

d2_

data d2_

private

Definition at line 501 of file multicubicspline.hpp.

y2_

data_table y2_

mutableprivate

Definition at line 502 of file multicubicspline.hpp.