QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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bilinear interpolation between discrete points More...
#include <bilinearinterpolation.hpp>
Public Member Functions | |
template<class I1 , class I2 , class M > | |
BilinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData) | |
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_ |
bilinear interpolation between discrete points
Definition at line 72 of file bilinearinterpolation.hpp.
BilinearInterpolation | ( | const I1 & | xBegin, |
const I1 & | xEnd, | ||
const I2 & | yBegin, | ||
const I2 & | yEnd, | ||
const M & | zData | ||
) |
Definition at line 76 of file bilinearinterpolation.hpp.