Interpolation2D Class Reference

#include <ql/Math/interpolation2D.hpp>

Inheritance diagram for Interpolation2D:

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List of all members.

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.


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
Real yMin () const
Real yMax () const
bool isInRange (Real x, Real y) const

Protected Member Functions

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


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