- QuantLib
- Interpolation2D
 
base class for 2-D interpolations. More...
#include <ql/math/interpolations/interpolation2d.hpp>

| Classes | |
| class | Impl | 
| abstract base class for 2-D interpolation implementations  More... | |
| class | templateImpl | 
| basic template implementation  More... | |
| Public Types | |
| typedef Real | first_argument_type | 
| typedef Real | second_argument_type | 
| typedef Real | result_type | 
| Public Member Functions | |
| Real | operator() (Real x, Real y, bool allowExtrapolation=false) const | 
| Real | xMin () const | 
| Real | xMax () const | 
| std::vector< Real > | xValues () const | 
| Size | locateX (Real x) const | 
| Real | yMin () const | 
| Real | yMax () const | 
| std::vector< Real > | yValues () const | 
| Size | locateY (Real y) const | 
| const Matrix & | zData () const | 
| bool | isInRange (Real x, Real y) const | 
| void | update () | 
| Protected Member Functions | |
| void | checkRange (Real x, Real y, bool extrapolate) const | 
| Protected Attributes | |
| boost::shared_ptr< Impl > | impl_ | 
base class for 2-D interpolations.
Classes derived from this class will provide interpolated values from two sequences of length  and
 and  , representing the discretized values of the
, representing the discretized values of the  and
 and  variables, and a
 variables, and a  matrix representing the tabulated function values.
 matrix representing the tabulated function values.