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<title>QuantLib: Interpolation2D Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_interpolation2_d.html">Interpolation2D</a></div>
<h1>Interpolation2D Class Reference</h1><!-- doxytag: class="QuantLib::Interpolation2D" --><!-- doxytag: inherits="QuantLib::Extrapolator" --><code>#include <ql/math/interpolations/interpolation2d.hpp></code>
<p>
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Inheritance diagram for Interpolation2D:</div>
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<p><center><img src="class_quant_lib_1_1_interpolation2_d__inherit__graph.png" border="0" usemap="#_interpolation2_d__inherit__map" alt="Inheritance graph"></center>
<map name="_interpolation2_d__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_bicubic_spline.html" title="bicubic-spline interpolation between discrete points" alt="" coords="5,161,109,188"><area shape="rect" href="class_quant_lib_1_1_bilinear_interpolation.html" title="bilinear interpolation between discrete points" alt="" coords="133,161,283,188"><area shape="rect" href="class_quant_lib_1_1_extrapolator.html" title="base class for classes possibly allowing extrapolation" alt="" coords="81,7,183,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_interpolation2_d-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
base class for 2-D interpolations.
<p>
Classes derived from this class will provide interpolated values from two sequences of length <img class="formulaInl" alt="$ N $" src="form_36.png"> and <img class="formulaInl" alt="$ M $" src="form_139.png">, representing the discretized values of the <img class="formulaInl" alt="$ x $" src="form_138.png"> and <img class="formulaInl" alt="$ y $" src="form_13.png"> variables, and a <img class="formulaInl" alt="$ N \times M $" src="form_140.png"> matrix representing the tabulated function values. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eed8928d320364b39b92b65ef14fc17f"></a><!-- doxytag: member="QuantLib::Interpolation2D::first_argument_type" ref="eed8928d320364b39b92b65ef14fc17f" args="" -->
typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>first_argument_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ddcb69efc826f908d6fe247fc39e1fd7"></a><!-- doxytag: member="QuantLib::Interpolation2D::second_argument_type" ref="ddcb69efc826f908d6fe247fc39e1fd7" args="" -->
typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>second_argument_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd4b619e88e62e8c704bc850340fc078"></a><!-- doxytag: member="QuantLib::Interpolation2D::result_type" ref="bd4b619e88e62e8c704bc850340fc078" args="" -->
typedef <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="823a05987f30ef0b6ccc065aa607e22b"></a><!-- doxytag: member="QuantLib::Interpolation2D::operator()" ref="823a05987f30ef0b6ccc065aa607e22b" args="(Real x, Real y, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e464439f613889645330b4fefbf66ab2"></a><!-- doxytag: member="QuantLib::Interpolation2D::xMin" ref="e464439f613889645330b4fefbf66ab2" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMin</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5bfc70b2ea8397a47c13cbfe397345b"></a><!-- doxytag: member="QuantLib::Interpolation2D::xMax" ref="c5bfc70b2ea8397a47c13cbfe397345b" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMax</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd3804c44239a53b3697f463c999550b"></a><!-- doxytag: member="QuantLib::Interpolation2D::xValues" ref="bd3804c44239a53b3697f463c999550b" args="() const " -->
std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>xValues</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dad083b76f04303ab47af9b9cf673ad"></a><!-- doxytag: member="QuantLib::Interpolation2D::locateX" ref="1dad083b76f04303ab47af9b9cf673ad" args="(Real x) const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>locateX</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9d8578e244ef2368ca8870e98001bb6"></a><!-- doxytag: member="QuantLib::Interpolation2D::yMin" ref="e9d8578e244ef2368ca8870e98001bb6" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>yMin</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c0015c501e8d85fcc8d8e2303b5713ba"></a><!-- doxytag: member="QuantLib::Interpolation2D::yMax" ref="c0015c501e8d85fcc8d8e2303b5713ba" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>yMax</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3a528ec1ab50863605d4aec3a44f8caa"></a><!-- doxytag: member="QuantLib::Interpolation2D::yValues" ref="3a528ec1ab50863605d4aec3a44f8caa" args="() const " -->
std::vector< <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>yValues</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="226ca4edb5a41970a8589cda9a9c46b5"></a><!-- doxytag: member="QuantLib::Interpolation2D::locateY" ref="226ca4edb5a41970a8589cda9a9c46b5" args="(Real y) const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>locateY</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="da4fe51c1f2712b9652a097a6613a8a9"></a><!-- doxytag: member="QuantLib::Interpolation2D::zData" ref="da4fe51c1f2712b9652a097a6613a8a9" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> & </td><td class="memItemRight" valign="bottom"><b>zData</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4f46449c6173e13183974caff591ab2f"></a><!-- doxytag: member="QuantLib::Interpolation2D::isInRange" ref="4f46449c6173e13183974caff591ab2f" args="(Real x, Real y) const " -->
bool </td><td class="memItemRight" valign="bottom"><b>isInRange</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::Interpolation2D::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>update</b> ()</td></tr>
<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5ce68105935f163f4a38166f542cf59d"></a><!-- doxytag: member="QuantLib::Interpolation2D::checkRange" ref="5ce68105935f163f4a38166f542cf59d" args="(Real x, Real y, bool extrapolate) const " -->
void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, bool extrapolate) const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a593fa134416a954928e323a5175af7d"></a><!-- doxytag: member="QuantLib::Interpolation2D::impl_" ref="a593fa134416a954928e323a5175af7d" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interpolation2_d_1_1_impl.html">Impl</a> > </td><td class="memItemRight" valign="bottom"><b>impl_</b></td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation2_d_1_1_impl.html">Impl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">abstract base class for 2-D interpolation implementations <a href="class_quant_lib_1_1_interpolation2_d_1_1_impl.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation2_d_1_1template_impl.html">templateImpl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">basic template implementation <a href="class_quant_lib_1_1_interpolation2_d_1_1template_impl.html#_details">More...</a><br></td></tr>
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