MultiCubicSpline< i > Class Template Reference

N-dimensional cubic spline interpolation between discrete points. More...

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

Public Types
typedef c_splint::argument_type	argument_type
typedef c_splint::result_type	result_type
typedef c_splint::data_table	data_table
typedef c_splint::return_type	return_type
typedef c_splint::output_data	output_data
typedef c_splint::dimensions	dimensions
typedef c_splint::data	data

Public Member Functions
	MultiCubicSpline (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false))
result_type	operator() (const argument_type &x) const
void	set_shared_increments () const
void	set_shared_coefficients (const argument_type &x) const

Detailed Description

template<Size i>
class QuantLib::MultiCubicSpline< i >

N-dimensional cubic spline interpolation between discrete points.

Tests:

interpolated values are checked against the original function.

Bug:

cannot interpolate at the grid points on the boundary surface of the N-dimensional region