N-dimensional cubic spline interpolation between discrete points.  
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#include <ql/math/interpolations/multicubicspline.hpp>
List of all members.
| 
Public Types | 
| typedef c_splint::argument_type | argument_type | 
| typedef c_splint::result_type | result_type | 
| typedef c_splint::data_table | data_table | 
| typedef c_splint::return_type | return_type | 
| typedef c_splint::output_data | output_data | 
| typedef c_splint::dimensions | dimensions | 
| typedef c_splint::data | data | 
| 
Public Member Functions | 
|  | MultiCubicSpline (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false)) | 
| result_type | operator() (const argument_type &x) const | 
| void | set_shared_increments () const | 
| void | set_shared_coefficients (const argument_type &x) const | 
Detailed Description
template<Size i>
class QuantLib::MultiCubicSpline< i >
N-dimensional cubic spline interpolation between discrete points. 
- Tests:
- interpolated values are checked against the original function.
- Possible enhancements:
- 
- allow extrapolation as for the other interpolations
- investigate if and how to implement Hyman filters and different boundary conditions
 
- Bug:
- cannot interpolate at the grid points on the boundary surface of the N-dimensional region