Interpolation2D Class Reference

#include <ql/Math/interpolation2D.hpp>

Inheritance diagram for Interpolation2D:

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List of all members.

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.


Public Types

typedef double first_argument_type
typedef double second_argument_type
typedef double result_type

Public Member Functions

double operator() (double x, double y, bool allowExtrapolation=false) const
double xMin () const
double xMax () const
double yMin () const
double yMax () const
bool isInRange (double x, double y) const

Protected Member Functions

void checkRange (double x, double y, bool allowExtrapolation) const


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