Interpolation2D Class Reference

#include <ql/Math/interpolation2D.hpp>

Inheritance diagram for Interpolation2D:

Detailed Description

base class for 2-D interpolations.

Classes derived from this class will provide interpolated values from two sequences of length $ N $ and $ M $ , representing the discretized values of the $ x $ and $ y $ variables, and a $N \times M$ matrix representing the tabulated function values.

Public Types

typedef double first_argument_type

typedef double second_argument_type

typedef double result_type

Public Member Functions

double operator() (double x, double y, bool allowExtrapolation=false) const

double xMin () const

double xMax () const

double yMin () const

double yMax () const

bool isInRange (double x, double y) const

Protected Member Functions

void checkRange (double x, double y, bool allowExtrapolation) const

QuantLib 0.3.6

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Interpolation2D Class Reference

Detailed Description

Public Types

Public Member Functions

Protected Member Functions