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QuantLib_Interpolation2D_Impl

NAME

QuantLib::Interpolation2D::Impl -

abstract base class for 2-D interpolation implementations

SYNOPSIS

#include <ql/math/interpolations/interpolation2d.hpp>

Inherited by FlatExtrapolator2D::FlatExtrapolator2DImpl, and Interpolation2D::templateImpl< I1, I2, M >.

Public Member Functions

virtual void calculate ()=0

virtual Real xMin () const =0

virtual Real xMax () const =0

virtual std::vector< Real > xValues () const =0

virtual Size locateX (Real x) const =0

virtual Real yMin () const =0

virtual Real yMax () const =0

virtual std::vector< Real > yValues () const =0

virtual Size locateY (Real y) const =0

virtual const Matrix & zData () const =0

virtual bool isInRange (Real x, Real y) const =0

virtual Real value (Real x, Real y) const =0

Detailed Description

abstract base class for 2-D interpolation implementations

Author

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