N-dimensional cubic spline interpolation between discrete points.
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#include <ql/math/interpolations/multicubicspline.hpp>
List of all members.
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.
- Possible enhancements:
- allow extrapolation as for the other interpolations
- investigate if and how to implement Hyman filters and different boundary conditions
- Bug:
- cannot interpolate at the grid points on the boundary surface of the N-dimensional region