| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.function | |
| com.opengamma.strata.math.impl.interpolation |
| Modifier and Type | Method and Description |
|---|---|
DoubleMatrix |
PiecewisePolynomialFunction2D.differentiateCross(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the cross derivative.
|
double |
PiecewisePolynomialFunction2D.differentiateCross(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the cross derivative.
|
DoubleMatrix |
PiecewisePolynomialFunction2D.differentiateTwiceX0(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the second derivative.
|
double |
PiecewisePolynomialFunction2D.differentiateTwiceX0(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the second derivative.
|
DoubleMatrix |
PiecewisePolynomialFunction2D.differentiateTwiceX1(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the second derivative.
|
double |
PiecewisePolynomialFunction2D.differentiateTwiceX1(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the second derivative.
|
DoubleMatrix |
PiecewisePolynomialFunction2D.differentiateX0(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the first derivative.
|
double |
PiecewisePolynomialFunction2D.differentiateX0(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the first derivative.
|
DoubleMatrix |
PiecewisePolynomialFunction2D.differentiateX1(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the first derivative.
|
double |
PiecewisePolynomialFunction2D.differentiateX1(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the first derivative.
|
DoubleMatrix |
PiecewisePolynomialFunction2D.evaluate(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Evaluates the function.
|
double |
PiecewisePolynomialFunction2D.evaluate(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Evaluates the function.
|
| Modifier and Type | Method and Description |
|---|---|
PiecewisePolynomialResult2D |
BicubicSplineInterpolator.interpolate(double[] x0Values,
double[] x1Values,
double[][] yValues) |
abstract PiecewisePolynomialResult2D |
PiecewisePolynomialInterpolator2D.interpolate(double[] x0Values,
double[] x1Values,
double[][] yValues)
Given a set of data points (x0Values_i, x1Values_j, yValues_{ij}), 2d spline interpolation
is returned such that f(x0Values_i, x1Values_j) = yValues_{ij}.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.