QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <bicubicsplineinterpolation.hpp>
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.
Implements Interpolation2D::Impl.
Definition at line 68 of file bicubicsplineinterpolation.hpp.
Implements BicubicSplineDerivatives.
Definition at line 81 of file bicubicsplineinterpolation.hpp.
Implements BicubicSplineDerivatives.
Definition at line 95 of file bicubicsplineinterpolation.hpp.
Implements BicubicSplineDerivatives.
Definition at line 110 of file bicubicsplineinterpolation.hpp.
Implements BicubicSplineDerivatives.
Definition at line 123 of file bicubicsplineinterpolation.hpp.
Implements BicubicSplineDerivatives.
Definition at line 137 of file bicubicsplineinterpolation.hpp.
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private |
Definition at line 152 of file bicubicsplineinterpolation.hpp.