com.opengamma.strata.market.cube.interpolator

Interface CubeInterpolator

All Known Implementing Classes:

GridCubeInterpolator

public interface CubeInterpolator

Interface for interpolators that interpolate a cube.

Method Summary

Modifier and Type	Method and Description
BoundCubeInterpolator	bind(DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, DoubleArray wValues) Binds this interpolator to a cube.

Method Detail

bind

BoundCubeInterpolator bind(DoubleArray xValues,
                           DoubleArray yValues,
                           DoubleArray zValues,
                           DoubleArray wValues)

Binds this interpolator to a cube.

The bind process takes the definition of the interpolator and combines it with the x-y-z-w values. This allows implementations to optimize interpolation calculations.

Parameters:

xValues - the x-values of the cube, must be sorted from low to high

yValues - the y-values of the cube, must be sorted from low to high within x

zValues - the z-values of the cube, must be sorted from low to high within x,y

wValues - the w-values of the cube

Returns:

the bound interpolator