com.opengamma.strata.market.cube.interpolator

Class GridCubeInterpolator

java.lang.Object

com.opengamma.strata.market.cube.interpolator.GridCubeInterpolator

All Implemented Interfaces:

CubeInterpolator, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class GridCubeInterpolator
extends Object
implements CubeInterpolator, org.joda.beans.ImmutableBean, Serializable

A cube interpolator that is based on three curve interpolators.

The interpolation operates in two stages. First, the parameters are grouped into sets, each with the same x value. Second, the y-z surface interpolator is used on each set of y-z values. Finally, the x curve interpolator is used on the results of the y-z surface interpolation.

There should be at least two different y-values for each x-value, two different z-values for each y-value. If there is only one, then the associated w-value will always be returned.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	GridCubeInterpolator.Meta The meta-bean for GridCubeInterpolator.

Method Summary

Modifier and Type	Method and Description
BoundCubeInterpolator	bind(DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, DoubleArray wValues) Binds this interpolator to a cube.
boolean	equals(Object obj)
CurveExtrapolator	getXExtrapolatorLeft() Gets the x-value left extrapolator.
CurveExtrapolator	getXExtrapolatorRight() Gets the x-value right extrapolator.
CurveInterpolator	getXInterpolator() Gets the x-value interpolator.
CurveExtrapolator	getYExtrapolatorLeft() Gets the y-value left extrapolator.
CurveExtrapolator	getYExtrapolatorRight() Gets the y-value right extrapolator.
CurveInterpolator	getYInterpolator() Gets the y-value interpolator.
CurveExtrapolator	getZExtrapolatorLeft() Gets the z-value left extrapolator.
CurveExtrapolator	getZExtrapolatorRight() Gets the z-value right extrapolator.
CurveInterpolator	getZInterpolator() Gets the z-value interpolator.
int	hashCode()
static GridCubeInterpolator.Meta	meta() The meta-bean for GridCubeInterpolator.
GridCubeInterpolator.Meta	metaBean()
static GridCubeInterpolator	of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolatorLeft, CurveExtrapolator xExtrapolatorRight, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolatorLeft, CurveExtrapolator yExtrapolatorRight, CurveInterpolator zInterpolator, CurveExtrapolator zExtrapolatorLeft, CurveExtrapolator zExtrapolatorRight) Obtains an instance from the specified interpolators and extrapolators.
static GridCubeInterpolator	of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolator, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolator, CurveInterpolator zInterpolator, CurveExtrapolator zExtrapolator) Obtains an instance from the specified interpolators and extrapolators.
static GridCubeInterpolator	of(CurveInterpolator xInterpolator, CurveInterpolator yInterpolator, CurveInterpolator zInterpolator) Obtains an instance from the specified interpolators, using flat extrapolation.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static GridCubeInterpolator of(CurveInterpolator xInterpolator,
                                      CurveInterpolator yInterpolator,
                                      CurveInterpolator zInterpolator)

Obtains an instance from the specified interpolators, using flat extrapolation.

Parameters:

xInterpolator - the x-value interpolator

yInterpolator - the y-value interpolator

zInterpolator - the z-value interpolator

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

of

public static GridCubeInterpolator of(CurveInterpolator xInterpolator,
                                      CurveExtrapolator xExtrapolator,
                                      CurveInterpolator yInterpolator,
                                      CurveExtrapolator yExtrapolator,
                                      CurveInterpolator zInterpolator,
                                      CurveExtrapolator zExtrapolator)

Obtains an instance from the specified interpolators and extrapolators.

Parameters:

xInterpolator - the x-value interpolator

xExtrapolator - the x-value extrapolator

yInterpolator - the y-value interpolator

yExtrapolator - the y-value extrapolator

zInterpolator - the z-value interpolator

zExtrapolator - the z-value extrapolator

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

of

public static GridCubeInterpolator of(CurveInterpolator xInterpolator,
                                      CurveExtrapolator xExtrapolatorLeft,
                                      CurveExtrapolator xExtrapolatorRight,
                                      CurveInterpolator yInterpolator,
                                      CurveExtrapolator yExtrapolatorLeft,
                                      CurveExtrapolator yExtrapolatorRight,
                                      CurveInterpolator zInterpolator,
                                      CurveExtrapolator zExtrapolatorLeft,
                                      CurveExtrapolator zExtrapolatorRight)

Obtains an instance from the specified interpolators and extrapolators.

Parameters:

xInterpolator - the x-value interpolator

xExtrapolatorLeft - the x-value left extrapolator

xExtrapolatorRight - the x-value right extrapolator

yInterpolator - the y-value interpolator

yExtrapolatorLeft - the y-value left extrapolator

yExtrapolatorRight - the y-value right extrapolator

zInterpolator - the z-value interpolator

zExtrapolatorLeft - the z-value left extrapolator

zExtrapolatorRight - the z-value right extrapolator

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

bind

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

Description copied from interface: CubeInterpolator

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.

Specified by:

bind in interface CubeInterpolator

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

meta

public static GridCubeInterpolator.Meta meta()

The meta-bean for GridCubeInterpolator.

Returns:

the meta-bean, not null

metaBean

public GridCubeInterpolator.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getXInterpolator

public CurveInterpolator getXInterpolator()

Gets the x-value interpolator.

Returns:

the value of the property

getXExtrapolatorLeft

public CurveExtrapolator getXExtrapolatorLeft()

Gets the x-value left extrapolator.

Returns:

the value of the property

getXExtrapolatorRight

public CurveExtrapolator getXExtrapolatorRight()

Gets the x-value right extrapolator.

Returns:

the value of the property

getYInterpolator

public CurveInterpolator getYInterpolator()

Gets the y-value interpolator.

Returns:

the value of the property

getYExtrapolatorLeft

public CurveExtrapolator getYExtrapolatorLeft()

Gets the y-value left extrapolator.

Returns:

the value of the property

getYExtrapolatorRight

public CurveExtrapolator getYExtrapolatorRight()

Gets the y-value right extrapolator.

Returns:

the value of the property

getZInterpolator

public CurveInterpolator getZInterpolator()

Gets the z-value interpolator.

Returns:

the value of the property

getZExtrapolatorLeft

public CurveExtrapolator getZExtrapolatorLeft()

Gets the z-value left extrapolator.

Returns:

the value of the property

getZExtrapolatorRight

public CurveExtrapolator getZExtrapolatorRight()

Gets the z-value right extrapolator.

Returns:

the value of the property

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object