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QuantLib_BicubicSpline
Langue: en
Version: 152800 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::BicubicSpline - bicubic-spline interpolation between discrete pointsSYNOPSIS
#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)
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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