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QuantLib_BicubicSpline
Langue: en
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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