com.opengamma.strata.math.impl.interpolation

Class CubicSplineInterpolator

java.lang.Object

com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

com.opengamma.strata.math.impl.interpolation.CubicSplineInterpolator

public class CubicSplineInterpolator
extends PiecewisePolynomialInterpolator

C2 cubic spline interpolator with Clamped/Not-A-Knot endpoint conditions.

Constructor Summary

Constructors

Constructor and Description
CubicSplineInterpolator()

Method Summary

Modifier and Type	Method and Description
PiecewisePolynomialResult	interpolate(double[] xValues, double[] yValues) If (xValues length) = (yValues length), Not-A-Knot endpoint conditions are used.
PiecewisePolynomialResult	interpolate(double[] xValues, double[][] yValuesMatrix) If (xValues length) = (yValuesMatrix NumberOfColumn), Not-A-Knot endpoint conditions are used.
PiecewisePolynomialResultsWithSensitivity	interpolateWithSensitivity(double[] xValues, double[] yValues) Derive interpolant on {xValues_i, yValues_i} and (yValues) node sensitivity.

Methods inherited from class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator

getPrimaryMethod, getValue, getValue, interpolate, interpolate, interpolate, interpolate, interpolate, interpolate

Methods inherited from class java.lang.Object

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

Constructor Detail

CubicSplineInterpolator

public CubicSplineInterpolator()

Method Detail

interpolate

public PiecewisePolynomialResult interpolate(double[] xValues,
                                             double[] yValues)

If (xValues length) = (yValues length), Not-A-Knot endpoint conditions are used. If (xValues length) + 2 = (yValues length), Clamped endpoint conditions are used.

Specified by:

interpolate in class PiecewisePolynomialInterpolator

Parameters:

xValues - X values of data

yValues - Y values of data

Returns:

PiecewisePolynomialResult containing knots, coefficients of piecewise polynomials, number of intervals, degree of polynomials, dimension of spline

interpolate

public PiecewisePolynomialResult interpolate(double[] xValues,
                                             double[][] yValuesMatrix)

If (xValues length) = (yValuesMatrix NumberOfColumn), Not-A-Knot endpoint conditions are used. If (xValues length) + 2 = (yValuesMatrix NumberOfColumn), Clamped endpoint conditions are used.

Specified by:

interpolate in class PiecewisePolynomialInterpolator

Parameters:

xValues - X values of data

yValuesMatrix - Y values of data, where NumberOfRow defines dimension of the spline

Returns:

PiecewisePolynomialResult containing knots, coefficients of piecewise polynomials, number of intervals, degree of polynomials, dimension of spline

interpolateWithSensitivity

public PiecewisePolynomialResultsWithSensitivity interpolateWithSensitivity(double[] xValues,
                                                                            double[] yValues)

Description copied from class: PiecewisePolynomialInterpolator

Derive interpolant on {xValues_i, yValues_i} and (yValues) node sensitivity.

Specified by:

interpolateWithSensitivity in class PiecewisePolynomialInterpolator

Parameters:

xValues - X values of data

yValues - Y values of data

Returns:

PiecewisePolynomialResultsWithSensitivity