BicubicSpline Class Reference

bicubic-spline interpolation between discrete points More...

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

Inheritance diagram for BicubicSpline:

List of all members.

Public Member Functions

template<class I1 , class I2 , class M >
 BicubicSpline (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData)


Detailed Description

bicubic-spline interpolation between discrete points

Possible enhancements:
revise end conditions

Constructor & Destructor Documentation

BicubicSpline ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin,
const I2 &  yEnd,
const M &  zData 
)

Precondition:
the $ x $ and $ y $ values must be sorted.