com.opengamma.strata.math.impl.interpolation

Class BasisFunctionAggregation<T>

java.lang.Object

com.opengamma.strata.math.impl.interpolation.BasisFunctionAggregation<T>

Type Parameters:

T - The domain type of the function (e.g. Double, double[], DoubleArray etc)

All Implemented Interfaces:

Function<T,Double>

public class BasisFunctionAggregation<T>
extends Object
implements Function<T,Double>

Constructor Summary

Constructors

Constructor and Description
BasisFunctionAggregation(List<Function<T,Double>> functions, double[] weights) Creates an instance.

Method Summary

Modifier and Type	Method and Description
Double	apply(T x)
Pair<Double,DoubleArray>	valueAndWeightSensitivity(T x) The value of the function at the given point and its sensitivity to the weights of the basis functions.
DoubleArray	weightSensitivity(T x) The sensitivity of the value at a point x to the weights of the basis functions.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface java.util.function.Function

andThen, compose, identity

Constructor Detail

BasisFunctionAggregation

public BasisFunctionAggregation(List<Function<T,Double>> functions,
                                double[] weights)

Creates an instance.

Parameters:

functions - the functions

weights - the weights

Method Detail

apply

public Double apply(T x)

Specified by:

apply in interface Function<T,Double>

weightSensitivity

public DoubleArray weightSensitivity(T x)

The sensitivity of the value at a point x to the weights of the basis functions.

Parameters:

x - value to be evaluated

Returns:

sensitivity w

valueAndWeightSensitivity

public Pair<Double,DoubleArray> valueAndWeightSensitivity(T x)

The value of the function at the given point and its sensitivity to the weights of the basis functions.

Parameters:

x - value to be evaluated

Returns:

value and weight sensitivity