MultiCubicSpline Class Template Reference
#include <ql/Math/multicubicspline.hpp>
Detailed Description
template<Size i>
class QuantLib::MultiCubicSpline< i >
- Tests:
- interpolated values are checked against the original function.
- Todo:
- fix it for Borland compilation
- allow extrapolation as for the other interpolations
- investigate if and how to implement Hyman filters and different boundary conditions
- Bug:
- cannot interpolate at the grid points on the boundary surface of the N-dimensional region
- it does not compile under Borland