com.opengamma.strata.math.impl.interpolation

Class BasisFunctionGenerator

java.lang.Object

com.opengamma.strata.math.impl.interpolation.BasisFunctionGenerator

public class BasisFunctionGenerator
extends Object

Generator for a set of basis functions.

Constructor Summary

Constructors

Constructor and Description
BasisFunctionGenerator()

Method Summary

Modifier and Type	Method and Description
protected Function<Double,Double>	generate(BasisFunctionKnots data, int index) Generate the i^th basis function
List<Function<Double,Double>>	generateSet(BasisFunctionKnots knots) Generate a set of b-splines with a given polynomial degree on the specified knots.
List<Function<double[],Double>>	generateSet(BasisFunctionKnots[] knots) Generate a set of N-dimensional b-splines as the produce of 1-dimensional b-splines with a given polynomial degree.

Methods inherited from class java.lang.Object

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

Constructor Detail

BasisFunctionGenerator

public BasisFunctionGenerator()

Method Detail

generateSet

public List<Function<Double,Double>> generateSet(BasisFunctionKnots knots)

Generate a set of b-splines with a given polynomial degree on the specified knots.

Parameters:

knots - holder for the knots and degree

Returns:

a List of functions

generateSet

public List<Function<double[],Double>> generateSet(BasisFunctionKnots[] knots)

Generate a set of N-dimensional b-splines as the produce of 1-dimensional b-splines with a given polynomial degree. on the specified knots

Parameters:

knots - holder for the knots and degree in each dimension

Returns:

a List of functions

generate

protected Function<Double,Double> generate(BasisFunctionKnots data,
                                           int index)

Generate the i^th basis function

Parameters:

data - Container for the knots and degree of the basis function

index - The index (from zero) of the function. Must be in range 0 to data.getNumSplines() (exclusive) For example if the degree is 1, and index is 0, this will cover the first three knots.

Returns:

The i^th basis function