QuantLib: Interpolation2D Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Classes | Public Types | Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
Interpolation2D Class Reference

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

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

Inheritance diagram for Interpolation2D:
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## 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 ()
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< Impl > | impl_

## 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.