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Module bilinear

rustyqlib::core::interpolation

Module bilinear 

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Bilinear interpolation on a rectangular grid — the baseline 2-D scheme for strike x expiry volatility grids.

Structs§

BilinearGrid
A rectangular grid z[i][j] sampled at (xs[i], ys[j]), both axes strictly increasing. Queries outside the grid are clamped (flat extrapolation), matching the wing behavior of the 1-D smiles.