MultiCubicSpline Class Template Reference

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

List of all members.


Detailed Description

template<Size i>
class QuantLib::MultiCubicSpline< i >

N-dimensional cubic spline interpolation between discrete points.

Tests:
interpolated values are checked against the original function.
Todo:
  • 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


Public Types

typedef c_splint::argument_type argument_type
typedef c_splint::result_type result_type
typedef c_splint::data_table data_table
typedef c_splint::return_type return_type
typedef c_splint::output_data output_data
typedef c_splint::dimensions dimensions
typedef c_splint::data data

Public Member Functions

 MultiCubicSpline (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false))
result_type operator() (const argument_type &x) const
void set_shared_increments () const
void set_shared_coefficients (const argument_type &x) const