QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
BicubicSplineImpl< I1, I2, M > Class Template Reference

#include <bicubicsplineinterpolation.hpp>

+ Inheritance diagram for BicubicSplineImpl< I1, I2, M >:
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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< RealxValues () const override
 
Real yMin () const override
 
Real yMax () const override
 
std::vector< RealyValues () const override
 
const MatrixzData () 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< RealxValues () const =0
 
virtual Size locateX (Real x) const =0
 
virtual Real yMin () const =0
 
virtual Real yMax () const =0
 
virtual std::vector< RealyValues () const =0
 
virtual Size locateY (Real y) const =0
 
virtual const MatrixzData () 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< Interpolationsplines_
 

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_
 

Detailed Description

template<class I1, class I2, class M>
class QuantLib::detail::BicubicSplineImpl< I1, I2, M >

Definition at line 46 of file bicubicsplineinterpolation.hpp.

Constructor & Destructor Documentation

◆ BicubicSplineImpl()

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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Member Function Documentation

◆ calculate()

void calculate ( )
overridevirtual

Implements Interpolation2D::Impl.

Definition at line 58 of file bicubicsplineinterpolation.hpp.

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◆ value()

Real value ( Real  x,
Real  y 
) const
overridevirtual

Implements Interpolation2D::Impl.

Definition at line 68 of file bicubicsplineinterpolation.hpp.

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◆ derivativeX()

Real derivativeX ( Real  x,
Real  y 
) const
overridevirtual

Implements BicubicSplineDerivatives.

Definition at line 81 of file bicubicsplineinterpolation.hpp.

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◆ secondDerivativeX()

Real secondDerivativeX ( Real  x,
Real  y 
) const
overridevirtual

Implements BicubicSplineDerivatives.

Definition at line 95 of file bicubicsplineinterpolation.hpp.

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◆ derivativeY()

Real derivativeY ( Real  x,
Real  y 
) const
overridevirtual

Implements BicubicSplineDerivatives.

Definition at line 110 of file bicubicsplineinterpolation.hpp.

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◆ secondDerivativeY()

Real secondDerivativeY ( Real  x,
Real  y 
) const
overridevirtual

Implements BicubicSplineDerivatives.

Definition at line 123 of file bicubicsplineinterpolation.hpp.

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◆ derivativeXY()

Real derivativeXY ( Real  x,
Real  y 
) const
overridevirtual

Implements BicubicSplineDerivatives.

Definition at line 137 of file bicubicsplineinterpolation.hpp.

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Member Data Documentation

◆ splines_

std::vector<Interpolation> splines_
private

Definition at line 152 of file bicubicsplineinterpolation.hpp.