| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.interpolation |
| Modifier and Type | Class and Description |
|---|---|
class |
ClampedPiecewisePolynomialInterpolator
Piecewise polynomial interpolator clamped at specified points.
|
class |
ConstrainedCubicSplineInterpolator
Cubic spline interpolation based on
C.J.C.
|
class |
CubicSplineInterpolator
C2 cubic spline interpolator with Clamped/Not-A-Knot endpoint conditions.
|
class |
LinearInterpolator
Interpolate consecutive two points by a straight line.
|
class |
LogNaturalSplineHelper |
class |
MonotonicityPreservingCubicSplineInterpolator
Filter for local monotonicity of cubic spline interpolation based on
R.
|
class |
NaturalSplineInterpolator
Natural cubic spline interpolation.
|
class |
NonnegativityPreservingCubicSplineInterpolator
Filter for nonnegativity of cubic spline interpolation based on
R.
|
class |
PiecewiseCubicHermiteSplineInterpolator
C1 cubic interpolation preserving monotonicity based on
Fritsch, F.
|
class |
PiecewiseCubicHermiteSplineInterpolatorWithSensitivity
C1 cubic interpolation preserving monotonicity based on
Fritsch, F.
|
class |
ProductPiecewisePolynomialInterpolator
Given a data set {xValues[i], yValues[i]}, interpolate {xValues[i], xValues[i] * yValues[i]} by a piecewise polynomial function.
|
class |
SemiLocalCubicSplineInterpolator
Cubic spline interpolation based on
H.
|
| Modifier and Type | Method and Description |
|---|---|
PiecewisePolynomialInterpolator |
NonnegativityPreservingCubicSplineInterpolator.getPrimaryMethod() |
PiecewisePolynomialInterpolator |
MonotonicityPreservingCubicSplineInterpolator.getPrimaryMethod() |
PiecewisePolynomialInterpolator |
ClampedPiecewisePolynomialInterpolator.getPrimaryMethod() |
PiecewisePolynomialInterpolator |
ProductPiecewisePolynomialInterpolator.getPrimaryMethod() |
PiecewisePolynomialInterpolator |
PiecewisePolynomialInterpolator.getPrimaryMethod()
Hyman filter modifies derivative values at knot points which are initially computed by a "primary" interpolator.
|
| Constructor and Description |
|---|
BicubicSplineInterpolator(PiecewisePolynomialInterpolator method)
Constructor using the same interpolation method for x0 and x1.
|
BicubicSplineInterpolator(PiecewisePolynomialInterpolator[] method)
Constructor which can take different methods for x0 and x1.
|
ClampedPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator baseMethod,
double[] xValuesClamped,
double[] yValuesClamped)
Construct the interpolator with clamped points.
|
MonotonicityPreservingCubicSplineInterpolator(PiecewisePolynomialInterpolator method)
Primary interpolation method should be passed.
|
NonnegativityPreservingCubicSplineInterpolator(PiecewisePolynomialInterpolator method)
Primary interpolation method should be passed.
|
ProductPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator baseMethod)
Construct the interpolator without clamped points.
|
ProductPiecewisePolynomialInterpolator(PiecewisePolynomialInterpolator baseMethod,
double[] xValuesClamped,
double[] yValuesClamped)
Construct the interpolator with clamped points.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.