Interpolation2D Class Reference

base class for 2-D interpolations. More...

#include <ql/math/interpolations/interpolation2d.hpp>

Inheritance diagram for Interpolation2D:

Collaboration diagram for Interpolation2D:

Classes
class	Impl
	abstract base class for 2-D interpolation implementations More...
class	templateImpl
	basic template implementation More...

Public Member Functions
	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...

Public Attributes
QL_DEPRECATED typedef Real	first_argument_type
QL_DEPRECATED typedef Real	second_argument_type
QL_DEPRECATED typedef Real	result_type

Protected Member Functions
void	checkRange (Real x, Real y, bool extrapolate) const

Protected Attributes
ext::shared_ptr< Impl >	impl_

Detailed Description

base class for 2-D interpolations.

Classes derived from this class will provide interpolated values from two sequences of length \( N \) and \( M \), representing the discretized values of the \( x \) and \( y \) variables, and a \( N \times M \) matrix representing the tabulated function values.

Warning:

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

Definition at line 47 of file interpolation2d.hpp.

Constructor & Destructor Documentation

Interpolation2D()

Interpolation2D ( )

default

Member Function Documentation

operator()()

Real operator()	(	Real	x,
		Real	y,
		bool	allowExtrapolation = false
	)		const

Definition at line 158 of file interpolation2d.hpp.

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xMin()

Real xMin

(

)

const

Definition at line 163 of file interpolation2d.hpp.

xMax()

Real xMax

(

)

const

Definition at line 166 of file interpolation2d.hpp.

xValues()

std::vector< Real > xValues

(

)

const

Definition at line 169 of file interpolation2d.hpp.

locateX()

Size locateX

(

Real

x

)

const

Definition at line 172 of file interpolation2d.hpp.

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yMin()

Real yMin

(

)

const

Definition at line 175 of file interpolation2d.hpp.

yMax()

Real yMax

(

)

const

Definition at line 178 of file interpolation2d.hpp.

yValues()

std::vector< Real > yValues

(

)

const

Definition at line 181 of file interpolation2d.hpp.

locateY()

Size locateY

(

Real

y

)

const

Definition at line 184 of file interpolation2d.hpp.

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zData()

const Matrix & zData

(

)

const

Definition at line 187 of file interpolation2d.hpp.

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isInRange()

bool isInRange	(	Real	x,
		Real	y
	)		const

Definition at line 190 of file interpolation2d.hpp.

update()

void update

(

)

Definition at line 193 of file interpolation2d.hpp.

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checkRange()

void checkRange ( Real  x, Real  y, bool  extrapolate  ) const

protected

Definition at line 197 of file interpolation2d.hpp.

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Member Data Documentation

first_argument_type

QL_DEPRECATED typedef Real first_argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 72 of file interpolation2d.hpp.

second_argument_type

QL_DEPRECATED typedef Real second_argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 78 of file interpolation2d.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 84 of file interpolation2d.hpp.

impl_

ext::shared_ptr<Impl> impl_

protected

Definition at line 66 of file interpolation2d.hpp.