| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.function | |
| com.opengamma.strata.math.impl.interpolation |
| Modifier and Type | Method and Description |
|---|---|
DoubleArray |
PiecewisePolynomialWithSensitivityFunction1D.differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
double xKey)
Differentiates the node sensitivity.
|
DoubleArray[] |
PiecewisePolynomialWithSensitivityFunction1D.differentiateNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
double[] xKeys)
Differentiates the node sensitivity.
|
DoubleArray |
PiecewisePolynomialWithSensitivityFunction1D.differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
double xKey)
Differentiates the node sensitivity.
|
DoubleArray[] |
PiecewisePolynomialWithSensitivityFunction1D.differentiateTwiceNodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
double[] xKeys)
Differentiates the node sensitivity.
|
DoubleArray |
PiecewisePolynomialWithSensitivityFunction1D.nodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
double xKey)
Finds the node sensitivity.
|
DoubleArray[] |
PiecewisePolynomialWithSensitivityFunction1D.nodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp,
double[] xKeys)
Finds the node sensitivity.
|
| Modifier and Type | Method and Description |
|---|---|
PiecewisePolynomialResultsWithSensitivity |
NonnegativityPreservingCubicSplineInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
PiecewisePolynomialResultsWithSensitivity |
NaturalSplineInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
PiecewisePolynomialResultsWithSensitivity |
MonotonicityPreservingCubicSplineInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
PiecewisePolynomialResultsWithSensitivity |
LinearInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
PiecewisePolynomialResultsWithSensitivity |
CubicSplineInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
PiecewisePolynomialResultsWithSensitivity |
ConstrainedCubicSplineInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
PiecewisePolynomialResultsWithSensitivity |
ClampedPiecewisePolynomialInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
PiecewisePolynomialResultsWithSensitivity |
SemiLocalCubicSplineInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
PiecewisePolynomialResultsWithSensitivity |
ProductPiecewisePolynomialInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
abstract PiecewisePolynomialResultsWithSensitivity |
PiecewisePolynomialInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues)
Derive interpolant on {xValues_i, yValues_i} and (yValues) node sensitivity.
|
PiecewisePolynomialResultsWithSensitivity |
PiecewiseCubicHermiteSplineInterpolatorWithSensitivity.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
PiecewisePolynomialResultsWithSensitivity |
PiecewiseCubicHermiteSplineInterpolator.interpolateWithSensitivity(double[] xValues,
double[] yValues) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.