QuantLibAddin::Interpolation2D Class Reference

#include <qlo/interpolation2D.hpp>

Inheritance diagram for QuantLibAddin::Interpolation2D:

Collaboration diagram for QuantLibAddin::Interpolation2D:

Public Member Functions
	Interpolation2D (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &interpolation2DType, const std::vector< double > &x, const std::vector< double > &y, const QuantLib::Matrix &dataMatrix, bool permanent)
Public Member Functions inherited from QuantLibAddin::Extrapolator
void	enableExtrapolation (bool b)

Protected Attributes
std::vector< QuantLib::Real >	x_
std::vector< QuantLib::Real >	y_
QuantLib::Matrix	dataMatrix_

Constructor & Destructor Documentation

Interpolation2D()

QuantLibAddin::Interpolation2D::Interpolation2D	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::string &	interpolation2DType,
		const std::vector< double > &	x,
		const std::vector< double > &	y,
		const QuantLib::Matrix &	dataMatrix,
		bool	permanent
	)

Member Data Documentation

dataMatrix_

QuantLib::Matrix QuantLibAddin::Interpolation2D::dataMatrix_

protected

x_

std::vector<QuantLib::Real> QuantLibAddin::Interpolation2D::x_

protected

y_

std::vector<QuantLib::Real> QuantLibAddin::Interpolation2D::y_

protected

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The documentation for this class was generated from the following file:

• interpolation2D.hpp