Interpolation2D Class Reference

#include <ql/math/interpolations/interpolation2d.hpp>

Inheritance diagram for Interpolation2D:

Inheritance graph
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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 Real first_argument_type
typedef Real second_argument_type
typedef Real result_type

Public Member Functions

Real operator() (Real x, Real y, bool allowExtrapolation=false) const
Real xMin () const
Real xMax () const
std::vector< Real > xValues () const
Size locateX (Real x) const
Real yMin () const
Real yMax () const
std::vector< Real > yValues () const
Size locateY (Real y) const
const MatrixzData () const
bool isInRange (Real x, Real y) const
void update ()

Protected Member Functions

void checkRange (Real x, Real y, bool extrapolate) const

Protected Attributes

boost::shared_ptr< Implimpl_

Classes

class  Impl
 abstract base class for 2-D interpolation implementations More...
class  templateImpl
 basic template implementation More...