| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.function | |
| com.opengamma.strata.math.impl.interpolation |
| Modifier and Type | Method and Description |
|---|---|
DoubleArray |
PiecewisePolynomialFunction1D.differentiate(PiecewisePolynomialResult pp,
double xKey)
Finds the first derivatives.
|
DoubleMatrix |
PiecewisePolynomialFunction1D.differentiate(PiecewisePolynomialResult pp,
double[] xKeys)
Finds the first derivatives.
|
DoubleArray |
PiecewisePolynomialFunction1D.differentiateTwice(PiecewisePolynomialResult pp,
double xKey)
Finds the second derivatives.
|
DoubleMatrix |
PiecewisePolynomialFunction1D.differentiateTwice(PiecewisePolynomialResult pp,
double[] xKeys)
Finds the second derivatives.
|
DoubleArray |
PiecewisePolynomialFunction1D.evaluate(PiecewisePolynomialResult pp,
double xKey)
Evaluates the function.
|
DoubleMatrix |
PiecewisePolynomialFunction1D.evaluate(PiecewisePolynomialResult pp,
double[] xKeys)
Evaluates the function.
|
DoubleMatrix[] |
PiecewisePolynomialFunction1D.evaluate(PiecewisePolynomialResult pp,
double[][] xKeys)
Evaluates the function.
|
ValueDerivatives |
PiecewisePolynomialFunction1D.evaluateAndDifferentiate(PiecewisePolynomialResult pp,
double xKey)
Evaluates the function and its first derivative.
|
double |
PiecewisePolynomialFunction1D.integrate(PiecewisePolynomialResult pp,
double initialKey,
double xKey)
Integration.
|
DoubleArray |
PiecewisePolynomialFunction1D.integrate(PiecewisePolynomialResult pp,
double initialKey,
double[] xKeys)
Integration.
|
| Modifier and Type | Class and Description |
|---|---|
class |
PiecewisePolynomialResultsWithSensitivity
Result of interpolation by piecewise polynomial containing
knots: Positions of knots
coefMatrix: Coefficient matrix whose i-th row vector is { a_n, a_{n-1}, ...}
for the i-th interval, where a_n, a_{n-1},...
|
| Modifier and Type | Method and Description |
|---|---|
PiecewisePolynomialResult |
NonnegativityPreservingCubicSplineInterpolator.interpolate(double[] xValues,
double[] yValues) |
PiecewisePolynomialResult |
NaturalSplineInterpolator.interpolate(double[] xValues,
double[] yValues) |
PiecewisePolynomialResult |
MonotonicityPreservingCubicSplineInterpolator.interpolate(double[] xValues,
double[] yValues) |
PiecewisePolynomialResult |
LinearInterpolator.interpolate(double[] xValues,
double[] yValues) |
PiecewisePolynomialResult |
CubicSplineInterpolator.interpolate(double[] xValues,
double[] yValues)
If (xValues length) = (yValues length), Not-A-Knot endpoint conditions are used.
|
PiecewisePolynomialResult |
ConstrainedCubicSplineInterpolator.interpolate(double[] xValues,
double[] yValues) |
PiecewisePolynomialResult |
ClampedPiecewisePolynomialInterpolator.interpolate(double[] xValues,
double[] yValues) |
PiecewisePolynomialResult |
SemiLocalCubicSplineInterpolator.interpolate(double[] xValues,
double[] yValues) |
PiecewisePolynomialResult |
ProductPiecewisePolynomialInterpolator.interpolate(double[] xValues,
double[] yValues) |
abstract PiecewisePolynomialResult |
PiecewisePolynomialInterpolator.interpolate(double[] xValues,
double[] yValues)
Interpolate.
|
PiecewisePolynomialResult |
PiecewiseCubicHermiteSplineInterpolatorWithSensitivity.interpolate(double[] xValues,
double[] yValues) |
PiecewisePolynomialResult |
PiecewiseCubicHermiteSplineInterpolator.interpolate(double[] xValues,
double[] yValues) |
PiecewisePolynomialResult |
NonnegativityPreservingCubicSplineInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix) |
PiecewisePolynomialResult |
NaturalSplineInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix) |
PiecewisePolynomialResult |
MonotonicityPreservingCubicSplineInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix) |
PiecewisePolynomialResult |
LinearInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix) |
PiecewisePolynomialResult |
CubicSplineInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix)
If (xValues length) = (yValuesMatrix NumberOfColumn), Not-A-Knot endpoint conditions are used.
|
PiecewisePolynomialResult |
ConstrainedCubicSplineInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix) |
PiecewisePolynomialResult |
ClampedPiecewisePolynomialInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix) |
PiecewisePolynomialResult |
SemiLocalCubicSplineInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix) |
PiecewisePolynomialResult |
ProductPiecewisePolynomialInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix) |
abstract PiecewisePolynomialResult |
PiecewisePolynomialInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix)
Interpolate.
|
PiecewisePolynomialResult |
PiecewiseCubicHermiteSplineInterpolatorWithSensitivity.interpolate(double[] xValues,
double[][] yValuesMatrix) |
PiecewisePolynomialResult |
PiecewiseCubicHermiteSplineInterpolator.interpolate(double[] xValues,
double[][] yValuesMatrix) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.