QuantLib_BicubicSpline

Langue: en

Autres versions - même langue

Version: 373928 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::BicubicSpline -

bicubic-spline interpolation between discrete points

SYNOPSIS


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

Inherits QuantLib::Interpolation2D.

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)

Real derivativeX (Real x, Real y) const

Real derivativeY (Real x, Real y) const

Real secondDerivativeX (Real x, Real y) const

Real secondDerivativeY (Real x, Real y) const

Real derivativeXY (Real x, Real y) const

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.

Author

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