com.opengamma.strata.market.surface.interpolator

Interface SurfaceInterpolator

All Known Implementing Classes:

GridSurfaceInterpolator

public interface SurfaceInterpolator

Interface for interpolators that interpolate a surface.

Method Summary

Modifier and Type	Method and Description
BoundSurfaceInterpolator	bind(DoubleArray xValues, DoubleArray yValues, DoubleArray zValues) Binds this interpolator to a surface.

Method Detail

bind

BoundSurfaceInterpolator bind(DoubleArray xValues,
                              DoubleArray yValues,
                              DoubleArray zValues)

Binds this interpolator to a surface.

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

Parameters:

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

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

zValues - the z-values of the surface

Returns:

the bound interpolator