| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.interpolation |
| Modifier and Type | Class and Description |
|---|---|
class |
BicubicSplineInterpolator
Given a set of data (x0Values_i, x1Values_j, yValues_{ij}), derive the piecewise bicubic function,
f(x0,x1) = sum_{i=0}^{3} sum_{j=0}^{3} coefMat_{ij} (x0-x0Values_i)^{3-i} (x1-x1Values_j)^{3-j},
for the region x0Values_i < x0 < x0Values_{i+1}, x1Values_j < x1 < x1Values_{j+1} such that
f(x0Values_a, x1Values_b) = yValues_{ab} where a={i,i+1}, b={j,j+1}.
|
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.