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<title>MultiCubicSpline< i > Class Template Reference</title>
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<div class="title">MultiCubicSpline< i > Class Template Reference</div> </div>
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<!-- doxytag: class="QuantLib::MultiCubicSpline" -->
<p>N-dimensional cubic spline interpolation between discrete points.
<a href="class_quant_lib_1_1_multi_cubic_spline.html#details">More...</a></p>
<p><code>#include <ql/math/interpolations/multicubicspline.hpp></code></p>
<p><a href="class_quant_lib_1_1_multi_cubic_spline-members.html">List of all members.</a></p>
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<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="a015b0e85ee81e3da61427f7a4c0d42ee"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::argument_type" ref="a015b0e85ee81e3da61427f7a4c0d42ee" args="" -->
typedef c_splint::argument_type </td><td class="memItemRight" valign="bottom"><b>argument_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1041b4d77c5a2dc893d85075b9683901"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::result_type" ref="a1041b4d77c5a2dc893d85075b9683901" args="" -->
typedef c_splint::result_type </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad52271a2cb04f2fa648165cc57c2606a"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::data_table" ref="ad52271a2cb04f2fa648165cc57c2606a" args="" -->
typedef c_splint::data_table </td><td class="memItemRight" valign="bottom"><b>data_table</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abb2defc9d91d720b0608c60bc1e54450"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::return_type" ref="abb2defc9d91d720b0608c60bc1e54450" args="" -->
typedef c_splint::return_type </td><td class="memItemRight" valign="bottom"><b>return_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4155be31bdd2d49d7f4f2276773a470c"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::output_data" ref="a4155be31bdd2d49d7f4f2276773a470c" args="" -->
typedef c_splint::output_data </td><td class="memItemRight" valign="bottom"><b>output_data</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a212b7ae9248cc51f5df6690ac9aab14e"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::dimensions" ref="a212b7ae9248cc51f5df6690ac9aab14e" args="" -->
typedef c_splint::dimensions </td><td class="memItemRight" valign="bottom"><b>dimensions</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6586602618017024fdcd66a924e147e8"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::data" ref="a6586602618017024fdcd66a924e147e8" args="" -->
typedef c_splint::data </td><td class="memItemRight" valign="bottom"><b>data</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="acdd17fa93ecf7947e0a70431f9d2e28c"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::MultiCubicSpline" ref="acdd17fa93ecf7947e0a70431f9d2e28c" args="(const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false))" -->
 </td><td class="memItemRight" valign="bottom"><b>MultiCubicSpline</b> (const SplineGrid &grid, const data_table &y, const std::vector< bool > &ae=std::vector< bool >(20, false))</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a77115db0bafb1f6fd97e51216e552b6d"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::operator()" ref="a77115db0bafb1f6fd97e51216e552b6d" args="(const argument_type &x) const " -->
result_type </td><td class="memItemRight" valign="bottom"><b>operator()</b> (const argument_type &x) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a34b4b0a9ab266c603ce441c4cf9db4c9"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::set_shared_increments" ref="a34b4b0a9ab266c603ce441c4cf9db4c9" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>set_shared_increments</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a54a993ffaa599e4ca5e431d59183c3d1"></a><!-- doxytag: member="QuantLib::MultiCubicSpline::set_shared_coefficients" ref="a54a993ffaa599e4ca5e431d59183c3d1" args="(const argument_type &x) const " -->
void </td><td class="memItemRight" valign="bottom"><b>set_shared_coefficients</b> (const argument_type &x) const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<Size i><br/>
class QuantLib::MultiCubicSpline< i ></h3>
<p>N-dimensional cubic spline interpolation between discrete points. </p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000043">Tests:</a></b></dt><dd>interpolated values are checked against the original function.</dd></dl>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000034">Possible enhancements:</a></b></dt><dd><ul>
<li>allow extrapolation as for the other interpolations</li>
<li>investigate if and how to implement Hyman filters and different boundary conditions</li>
</ul>
</dd></dl>
<dl class="bug"><dt><b><a class="el" href="bug.html#_bug000004">Bug:</a></b></dt><dd>cannot interpolate at the grid points on the boundary surface of the N-dimensional region </dd></dl>
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