| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.function | |
| com.opengamma.strata.math.impl.interpolation |
| Class and Description |
|---|
| PiecewisePolynomialResult
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},...
|
| PiecewisePolynomialResult2D
Result of 2D interpolation.
|
| 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},...
|
| Class and Description |
|---|
| BasisFunctionKnots
Helper class to hold the knots and polynomial degree that specify a set of basis functions.
|
| NaturalSplineInterpolator
Natural cubic spline interpolation.
|
| PiecewisePolynomialInterpolator
Abstract class for interpolations based on piecewise polynomial functions .
|
| PiecewisePolynomialInterpolator2D
Abstract class for interpolations based on 2d piecewise polynomial functions .
|
| PiecewisePolynomialResult
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},...
|
| PiecewisePolynomialResult2D
Result of 2D interpolation.
|
| 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},...
|
| PolynomialsLeastSquaresFitterResult
Contains the result of a least squares regression for polynomial.
|
| SmithWilsonCurveFunction
Smith-Wilson curve function.
|
| WeightingFunction
A function to allow a smooth weighing between two functions.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.