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Re: [QuantLib-svn] SF.net SVN: quantlib:[16183] trunk/QuantLib

Posted by Ferdinando Ametrano-4 on Apr 20, 2009; 1:26pm
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-16183-trunk-QuantLib-tp12853.html

Hi Chris

On Sun, Apr 19, 2009 at 5:19 PM,  <[hidden email]> wrote:
> Revision: 16183
>          http://quantlib.svn.sourceforge.net/quantlib/?rev=16183&view=rev
> Author:   chris_kenyon
> Date:     2009-04-19 15:19:25 +0000 (Sun, 19 Apr 2009)
> [...]
> Added Paths:
> -----------
>    trunk/QuantLib/ql/experimental/inflation/polynomial2D.hpp
>    trunk/QuantLib/ql/experimental/inflation/polynomial2Dspline.hpp

unless I've missed something you don't need Polynomial2DInterpolation
as you can obtain quadratic interpolation using the class
CubicInterpolation with DerivativeApprox::Parabolic.

Then it might be too exoteric, but it would benice to generalize
Interpolation2D to accept a policy (x_first or y_first) and (possibly)
different factories for the x and y axis, so that your new
Polynomial2DSpline (and the old BicubicSpline, BilinearInterpolation
too) would just become typedefs

ciao -- Nando

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