|
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
|
base class for 2-D interpolations. More...
#include <interpolation2d.hpp>
Inheritance diagram for Interpolation2D:
Collaboration diagram for Interpolation2D:Classes | |
| class | Impl |
| abstract base class for 2-D interpolation implementations More... | |
| class | templateImpl |
| basic template implementation More... | |
Public Member Functions | |
| Interpolation2D ()=default | |
| 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 () |
Public Member Functions inherited from Extrapolator | |
| Extrapolator ()=default | |
| virtual | ~Extrapolator ()=default |
| void | enableExtrapolation (bool b=true) |
| enable extrapolation in subsequent calls More... | |
| void | disableExtrapolation (bool b=true) |
| disable extrapolation in subsequent calls More... | |
| bool | allowsExtrapolation () const |
| tells whether extrapolation is enabled More... | |
Protected Member Functions | |
| void | checkRange (Real x, Real y, bool extrapolate) const |
Protected Attributes | |
| ext::shared_ptr< Impl > | impl_ |
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.
Definition at line 47 of file interpolation2d.hpp.
|
default |
| Real xMin | ( | ) | const |
Definition at line 146 of file interpolation2d.hpp.
| Real xMax | ( | ) | const |
Definition at line 149 of file interpolation2d.hpp.
| std::vector< Real > xValues | ( | ) | const |
Definition at line 152 of file interpolation2d.hpp.
| Real yMin | ( | ) | const |
Definition at line 158 of file interpolation2d.hpp.
| Real yMax | ( | ) | const |
Definition at line 161 of file interpolation2d.hpp.
| std::vector< Real > yValues | ( | ) | const |
Definition at line 164 of file interpolation2d.hpp.
| const Matrix & zData | ( | ) | const |
Definition at line 173 of file interpolation2d.hpp.
| void update | ( | ) |
Definition at line 180 of file interpolation2d.hpp.
Here is the call graph for this function:
Here is the caller graph for this function:
|
protected |
Definition at line 66 of file interpolation2d.hpp.