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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2003 Ferdinando Ametrano
 Copyright (C) 2004 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file bicubicsplineinterpolation.hpp
    \brief bicubic spline interpolation between discrete points

#ifndef quantlib_bicubic_spline_interpolation_hpp
#define quantlib_bicubic_spline_interpolation_hpp

#include <ql/math/interpolations/interpolation2d.hpp>
#include <ql/math/interpolations/cubicspline.hpp>

namespace QuantLib {

    namespace detail {

        template <class I1, class I2, class M>
        class BicubicSplineImpl
            : public Interpolation2D::templateImpl<I1,I2,M> {
            BicubicSplineImpl(const I1& xBegin, const I1& xEnd,
                              const I2& yBegin, const I2& yEnd, const M& zData)
            : Interpolation2D::templateImpl<I1,I2,M>(xBegin,xEnd,
                                                     zData) {
            void calculate() {
                for (Size i=0; i<(this->zData_.rows()); ++i)
                                                  this->xBegin_, this->xEnd_,
            Real value(Real x, Real y) const {
                std::vector<Real> section(splines_.size());
                for (Size i=0; i<splines_.size(); i++)

                NaturalCubicSpline spline(this->yBegin_, this->yEnd_,
                return spline(y,true);
            std::vector<Interpolation> splines_;


    //! bicubic-spline interpolation between discrete points
    /*! \todo revise end conditions */
00070     class BicubicSpline : public Interpolation2D {
        /*! \pre the \f$ x \f$ and \f$ y \f$ values must be sorted. */
        template <class I1, class I2, class M>
00074         BicubicSpline(const I1& xBegin, const I1& xEnd,
                      const I2& yBegin, const I2& yEnd,
                      const M& zData) {
            impl_ = boost::shared_ptr<Interpolation2D::Impl>(
                  new detail::BicubicSplineImpl<I1,I2,M>(xBegin, xEnd,
                                                         yBegin, yEnd, zData));

    //! bicubic-spline-interpolation factory
00084     class Bicubic {
        template <class I1, class I2, class M>
        Interpolation2D interpolate(const I1& xBegin, const I1& xEnd,
                                    const I2& yBegin, const I2& yEnd,
                                    const M& z) const {
            return BicubicSpline(xBegin,xEnd,yBegin,yEnd,z);



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