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<!-- doxytag: class="QuantLib::KernelInterpolation2D" --><!-- doxytag: inherits="QuantLib::Interpolation2D" -->
<p><code>#include <ql/math/interpolations/kernelinterpolation2d.hpp></code></p>
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Inheritance diagram for KernelInterpolation2D:</div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_interpolation2_d.html" title="base class for 2-D interpolations." alt="" coords="23,6,132,37"/></map>
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<p><a href="class_quant_lib_1_1_kernel_interpolation2_d-members.html">List of all members.</a></p>
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<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memTemplParams" colspan="2">template<class I1 , class I2 , class M , class Kernel > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top"> </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_kernel_interpolation2_d.html#a91807fcf1f8570d6866c877e67959de6">KernelInterpolation2D</a> (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData, const Kernel &kernel)</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Implementation of the 2D kernel interpolation approach, which can be found in "Foreign Exchange Risk" by Hakala, Wystup page 256.</p>
<p>The kernel in the implementation is kept general, although a Gaussian is considered in the cited text. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a91807fcf1f8570d6866c877e67959de6"></a><!-- doxytag: member="QuantLib::KernelInterpolation2D::KernelInterpolation2D" ref="a91807fcf1f8570d6866c877e67959de6" args="(const I1 &xBegin, const I1 &xEnd, const I2 &yBegin, const I2 &yEnd, const M &zData, const Kernel &kernel)" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_kernel_interpolation2_d.html">KernelInterpolation2D</a> </td>
<td>(</td>
<td class="paramtype">const I1 & </td>
<td class="paramname"><em>xBegin</em>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const I1 & </td>
<td class="paramname"><em>xEnd</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const I2 & </td>
<td class="paramname"><em>yBegin</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const I2 & </td>
<td class="paramname"><em>yEnd</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const M & </td>
<td class="paramname"><em>zData</em>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const Kernel & </td>
<td class="paramname"><em>kernel</em> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<dl class="pre"><dt><b>Precondition:</b></dt><dd>the <img class="formulaInl" alt="$ x $" src="form_134.png"/> values must be sorted. </dd>
<dd>
kernel needs a Real operator()(Real x) implementation </dd></dl>
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