com.opengamma.strata.math.impl.interpolation

Class LogNaturalSplineHelper

java.lang.Object

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

com.opengamma.strata.math.impl.interpolation.NaturalSplineInterpolator

com.opengamma.strata.math.impl.interpolation.LogNaturalSplineHelper

public class LogNaturalSplineHelper
extends NaturalSplineInterpolator

Constructor Summary

Constructors

Constructor and Description
LogNaturalSplineHelper() In contrast with the original natural spline, the tridiagonal algorithm is used by passing LogCubicSplineNaturalSolver.

Method Summary

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

interpolate, interpolate, interpolateWithSensitivity

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

LogNaturalSplineHelper

public LogNaturalSplineHelper()

In contrast with the original natural spline, the tridiagonal algorithm is used by passing LogCubicSplineNaturalSolver. Note that the data are NOT log-scaled at this stage.