BicubicSpline Class Reference

bicubic-spline interpolation between discrete points More...

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

Inheritance diagram for BicubicSpline:

List of all members.

Public Member Functions

template<class I1 , class I2 , class M >
 BicubicSpline (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData)
Real derivativeX (Real x, Real y) const
Real derivativeY (Real x, Real y) const
Real secondDerivativeX (Real x, Real y) const
Real secondDerivativeY (Real x, Real y) const
Real derivativeXY (Real x, Real y) const

Detailed Description

bicubic-spline interpolation between discrete points

Possible enhancements:
revise end conditions

Constructor & Destructor Documentation

BicubicSpline ( const I1 &  xBegin,
const I1 &  xEnd,
const I2 &  yBegin,
const I2 &  yEnd,
const M &  zData 
)
Precondition:
the $ x $ and $ y $ values must be sorted.