QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Interpolation2D Class Reference

base class for 2-D interpolations. More...

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

Inheritance diagram for Interpolation2D:

Classes

class  Impl
 abstract base class for 2-D interpolation implementations More...
class  templateImpl
 basic template implementation More...

Public Member Functions

Real operator() (Real x, Real y, bool allowExtrapolation=false) const
Real xMin () const
Real xMax () const
std::vector< RealxValues () const
Size locateX (Real x) const
Real yMin () const
Real yMax () const
std::vector< RealyValues () const
Size locateY (Real y) const
const MatrixzData () const
bool isInRange (Real x, Real y) const
void update ()
Public Member Functions inherited from Extrapolator
void enableExtrapolation (bool b=true)
 enable extrapolation in subsequent calls
void disableExtrapolation (bool b=true)
 disable extrapolation in subsequent calls
bool allowsExtrapolation () const
 tells whether extrapolation is enabled

Protected Member Functions

void checkRange (Real x, Real y, bool extrapolate) const

Protected Attributes

ext::shared_ptr< Implimpl_

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.

Warning
See the Interpolation class for information about the required lifetime of the underlying data.