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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <bicubicsplineinterpolation.hpp>
Inheritance diagram for BicubicSplineImpl< I1, I2, M >:
Collaboration diagram for BicubicSplineImpl< I1, I2, M >:Public Member Functions | |
| BicubicSplineImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData) | |
| void | calculate () override |
| Real | value (Real x, Real y) const override |
| Real | derivativeX (Real x, Real y) const override |
| Real | secondDerivativeX (Real x, Real y) const override |
| Real | derivativeY (Real x, Real y) const override |
| Real | secondDerivativeY (Real x, Real y) const override |
| Real | derivativeXY (Real x, Real y) const override |
Public Member Functions inherited from Interpolation2D::templateImpl< I1, I2, M > | |
| templateImpl (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData) | |
| Real | xMin () const override |
| Real | xMax () const override |
| std::vector< Real > | xValues () const override |
| Real | yMin () const override |
| Real | yMax () const override |
| std::vector< Real > | yValues () const override |
| const Matrix & | zData () const override |
| bool | isInRange (Real x, Real y) const override |
Public Member Functions inherited from Interpolation2D::Impl | |
| virtual | ~Impl ()=default |
| virtual void | calculate ()=0 |
| virtual Real | xMin () const =0 |
| virtual Real | xMax () const =0 |
| virtual std::vector< Real > | xValues () const =0 |
| virtual Size | locateX (Real x) const =0 |
| virtual Real | yMin () const =0 |
| virtual Real | yMax () const =0 |
| virtual std::vector< Real > | yValues () const =0 |
| virtual Size | locateY (Real y) const =0 |
| virtual const Matrix & | zData () const =0 |
| virtual bool | isInRange (Real x, Real y) const =0 |
| virtual Real | value (Real x, Real y) const =0 |
Public Member Functions inherited from BicubicSplineDerivatives | |
| 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 |
Private Attributes | |
| std::vector< Interpolation > | splines_ |
Additional Inherited Members | |
Protected Member Functions inherited from Interpolation2D::templateImpl< I1, I2, M > | |
| Size | locateX (Real x) const override |
| Size | locateY (Real y) const override |
Protected Attributes inherited from Interpolation2D::templateImpl< I1, I2, M > | |
| I1 | xBegin_ |
| I1 | xEnd_ |
| I2 | yBegin_ |
| I2 | yEnd_ |
| const M & | zData_ |
Definition at line 46 of file bicubicsplineinterpolation.hpp.
| BicubicSplineImpl | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin, | ||
| const I2 & | yEnd, | ||
| const M & | zData | ||
| ) |
Definition at line 50 of file bicubicsplineinterpolation.hpp.
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overridevirtual |
Implements Interpolation2D::Impl.
Definition at line 58 of file bicubicsplineinterpolation.hpp.
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Definition at line 68 of file bicubicsplineinterpolation.hpp.
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Definition at line 81 of file bicubicsplineinterpolation.hpp.
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Definition at line 95 of file bicubicsplineinterpolation.hpp.
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Definition at line 110 of file bicubicsplineinterpolation.hpp.
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Definition at line 123 of file bicubicsplineinterpolation.hpp.
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Definition at line 137 of file bicubicsplineinterpolation.hpp.
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private |
Definition at line 152 of file bicubicsplineinterpolation.hpp.