- QuantLib
- BicubicSpline
bicubic-spline interpolation between discrete points More...
#include <ql/math/interpolations/bicubicsplineinterpolation.hpp>

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 |
bicubic-spline interpolation between discrete points
| BicubicSpline | ( | const I1 & | xBegin, |
| const I1 & | xEnd, | ||
| const I2 & | yBegin, | ||
| const I2 & | yEnd, | ||
| const M & | zData | ||
| ) |
and
values must be sorted.