Re: 2D Interpolation methods

Posted by asavoldi on
URL: http://quantlib.414.s1.nabble.com/2D-Interpolation-methods-tp14848p14849.html

I solved the issue I was dealing with. Now I pass a vector of integers instead of a vector of dates, which caused the compilation problem.

BilinearInterpolation interp2D(time.begin(), time.end(), strikes.begin(), strikes.end(), vol);