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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_interpolation2_d.html">Interpolation2D</a> </li>
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<!-- doxytag: class="QuantLib::Interpolation2D" --><!-- doxytag: inherits="QuantLib::Extrapolator" -->
<p>base class for 2-D interpolations.
<a href="class_quant_lib_1_1_interpolation2_d.html#details">More...</a></p>
<p><code>#include <ql/math/interpolations/interpolation2d.hpp></code></p>
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Inheritance diagram for Interpolation2D:</div>
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<map name="_interpolation2_d_inherit__map" id="_interpolation2_d_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_bicubic_spline.html" title="bicubic-spline interpolation between discrete points" alt="" coords="5,166,107,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_bilinear_interpolation.html" title="bilinear interpolation between discrete points" alt="" coords="131,166,267,197"/><area shape="rect" id="node9" href="class_quant_lib_1_1_kernel_interpolation2_d.html" title="KernelInterpolation2D" alt="" coords="291,166,435,197"/><area shape="rect" id="node11" href="class_quant_lib_1_1_polynomial2_d_spline.html" title="polynomial2D-spline interpolation between discrete points" alt="" coords="459,166,595,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_extrapolator.html" title="base class for classes possibly allowing extrapolation" alt="" coords="235,6,325,37"/></map>
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<p><a href="class_quant_lib_1_1_interpolation2_d-members.html">List of all members.</a></p>
<table class="memberdecls">
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Classes</h2></td></tr>
<tr><td class="memItemLeft" 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" 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>
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeed8928d320364b39b92b65ef14fc17f"></a><!-- doxytag: member="QuantLib::Interpolation2D::first_argument_type" ref="aeed8928d320364b39b92b65ef14fc17f" args="" -->
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>first_argument_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="addcb69efc826f908d6fe247fc39e1fd7"></a><!-- doxytag: member="QuantLib::Interpolation2D::second_argument_type" ref="addcb69efc826f908d6fe247fc39e1fd7" args="" -->
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>second_argument_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abd4b619e88e62e8c704bc850340fc078"></a><!-- doxytag: member="QuantLib::Interpolation2D::result_type" ref="abd4b619e88e62e8c704bc850340fc078" args="" -->
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a823a05987f30ef0b6ccc065aa607e22b"></a><!-- doxytag: member="QuantLib::Interpolation2D::operator()" ref="a823a05987f30ef0b6ccc065aa607e22b" args="(Real x, Real y, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae464439f613889645330b4fefbf66ab2"></a><!-- doxytag: member="QuantLib::Interpolation2D::xMin" ref="ae464439f613889645330b4fefbf66ab2" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMin</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac5bfc70b2ea8397a47c13cbfe397345b"></a><!-- doxytag: member="QuantLib::Interpolation2D::xMax" ref="ac5bfc70b2ea8397a47c13cbfe397345b" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMax</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abd3804c44239a53b3697f463c999550b"></a><!-- doxytag: member="QuantLib::Interpolation2D::xValues" ref="abd3804c44239a53b3697f463c999550b" args="() const " -->
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>xValues</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1dad083b76f04303ab47af9b9cf673ad"></a><!-- doxytag: member="QuantLib::Interpolation2D::locateX" ref="a1dad083b76f04303ab47af9b9cf673ad" args="(Real x) const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>locateX</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae9d8578e244ef2368ca8870e98001bb6"></a><!-- doxytag: member="QuantLib::Interpolation2D::yMin" ref="ae9d8578e244ef2368ca8870e98001bb6" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>yMin</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac0015c501e8d85fcc8d8e2303b5713ba"></a><!-- doxytag: member="QuantLib::Interpolation2D::yMax" ref="ac0015c501e8d85fcc8d8e2303b5713ba" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>yMax</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3a528ec1ab50863605d4aec3a44f8caa"></a><!-- doxytag: member="QuantLib::Interpolation2D::yValues" ref="a3a528ec1ab50863605d4aec3a44f8caa" args="() const " -->
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>yValues</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a226ca4edb5a41970a8589cda9a9c46b5"></a><!-- doxytag: member="QuantLib::Interpolation2D::locateY" ref="a226ca4edb5a41970a8589cda9a9c46b5" args="(Real y) const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>locateY</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ada4fe51c1f2712b9652a097a6613a8a9"></a><!-- doxytag: member="QuantLib::Interpolation2D::zData" ref="ada4fe51c1f2712b9652a097a6613a8a9" 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" align="right" valign="top"><a class="anchor" id="a4f46449c6173e13183974caff591ab2f"></a><!-- doxytag: member="QuantLib::Interpolation2D::isInRange" ref="a4f46449c6173e13183974caff591ab2f" args="(Real x, Real y) const " -->
bool </td><td class="memItemRight" valign="bottom"><b>isInRange</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::Interpolation2D::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>update</b> ()</td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5ce68105935f163f4a38166f542cf59d"></a><!-- doxytag: member="QuantLib::Interpolation2D::checkRange" ref="a5ce68105935f163f4a38166f542cf59d" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> y, bool extrapolate) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa593fa134416a954928e323a5175af7d"></a><!-- doxytag: member="QuantLib::Interpolation2D::impl_" ref="aa593fa134416a954928e323a5175af7d" 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>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>base class for 2-D interpolations. </p>
<p>Classes derived from this class will provide interpolated values from two sequences of length <img class="formulaInl" alt="$ N $" src="form_32.png"/> and <img class="formulaInl" alt="$ M $" src="form_122.png"/>, representing the discretized values of the <img class="formulaInl" alt="$ x $" src="form_134.png"/> and <img class="formulaInl" alt="$ y $" src="form_13.png"/> variables, and a <img class="formulaInl" alt="$ N \times M $" src="form_209.png"/> matrix representing the tabulated function values. </p>
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