| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.interpolation |
| Modifier and Type | Method and Description |
|---|---|
static BasisFunctionKnots |
BasisFunctionKnots.fromInternalKnots(double[] internalKnots,
int degree)
Generate a set of knots capable of supporting the given degree of basis functions.
|
static BasisFunctionKnots |
BasisFunctionKnots.fromKnots(double[] knots,
int degree)
Generate a set of knots capable of supporting the given degree of basis functions.
|
static BasisFunctionKnots |
BasisFunctionKnots.fromUniform(double xa,
double xb,
int nKnots,
int degree)
Generate knots uniformly in the range xa and xb and knots outside this range to support the basis functions on
the edge of the range.
|
| Modifier and Type | Method and Description |
|---|---|
protected Function<Double,Double> |
BasisFunctionGenerator.generate(BasisFunctionKnots data,
int index)
Generate the i^th basis function
|
List<Function<Double,Double>> |
BasisFunctionGenerator.generateSet(BasisFunctionKnots knots)
Generate a set of b-splines with a given polynomial degree on the specified knots.
|
List<Function<double[],Double>> |
BasisFunctionGenerator.generateSet(BasisFunctionKnots[] knots)
Generate a set of N-dimensional b-splines as the produce of 1-dimensional b-splines with a given polynomial degree.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.