MultiCubicSpline Class Template Reference
#include <ql/math/interpolations/multicubicspline.hpp>
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