QuantLib::BilinearInterpolation

BilinearInterpolation Class Reference

#include <ql/Math/bilinearinterpolation.hpp>

Inheritance diagram for BilinearInterpolation:

Detailed Description

bilinear interpolation between discrete points

Public Member Functions

template<class I1, class I2, class M>

BilinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData)

Constructor & Destructor Documentation

BilinearInterpolation ( const I1 & xBegin,

const I1 & xEnd,

const I2 & yBegin,

const I2 & yEnd,

const M & zData

)

Precondition:
the $ x $ and $ y $ values must be sorted.

QuantLib 0.3.12

Getting started

Reference manual

BilinearInterpolation Class Reference

Detailed Description

Public Member Functions

Constructor & Destructor Documentation


Public Member Functions
template<class I1, class I2, class M>
	BilinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData)