com.opengamma.strata.math.impl.interpolation

Interface WeightingFunction

All Superinterfaces:

Named

public interface WeightingFunction
extends Named

A function to allow a smooth weighing between two functions.

If two functions f(x) and g(x) fit the data set (x_i,y_i) at the points x_a and x_b (i.e. f(x_a) = g(x_a) = y_a and f(x_b) = g(x_b) = y_b), then a weighted function h(x) = w(x)f(x) + (1-w(x))*g(x) with 0 <= w(x) <= 1 will also fit the points a and b

Method Summary

Modifier and Type	Method and Description
double	getWeight(double y) Gets the weight.
default double	getWeight(double[] xs, int index, double x) Gets the function weight for point x, based on the lower bound index.
static WeightingFunction	of(String uniqueName) Obtains an instance from the specified unique name.

Methods inherited from interface com.opengamma.strata.collect.named.Named

getName, of

Method Detail

of

static WeightingFunction of(String uniqueName)

Obtains an instance from the specified unique name.

Parameters:

uniqueName - the unique name

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

getWeight

default double getWeight(double[] xs,
                         int index,
                         double x)

Gets the function weight for point x, based on the lower bound index.

Parameters:

xs - the independent data points

index - the index of the data point below x

x - the x-point to find the weight for

Returns:

the weight

getWeight

double getWeight(double y)

Gets the weight.

The condition that must be satisfied by all weight functions is that w(1) = 1, w(0) = 0 and dw(y)/dy <= 0 - i.e. w(y) is monotonically decreasing.

Parameters:

y - a value between 0 and 1

Returns:

the weight