Package com.opengamma.analytics.math.interpolation

Examples of com.opengamma.analytics.math.interpolation.TransformedInterpolator1D


   */
  public CapletStrippingAbsoluteStrikeInterpolation(final List<CapFloor> caps, final YieldCurveBundle yieldCurves) {

    super(caps, yieldCurves);
    final CombinedInterpolatorExtrapolator baseInterpolator = CombinedInterpolatorExtrapolatorFactory.getInterpolator(DEFAULT_INTERPOLATOR, DEFAULT_EXTRAPOLATOR);
    _interpolator = new TransformedInterpolator1D(baseInterpolator, TRANSFORM);
    _knots = getKnots();
    // actually need direct access to interpolator
    _volModel = new InterpolatedVolatilityTermStructureProvider(_knots, _interpolator);
  }
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    final LinkedHashMap<String, Interpolator1D> transformedInterpolators = new LinkedHashMap<>(_nSmileModelParameters);
    sum = 0;
    index = 0;
    for (final String name : _parameterNames) {
      sum += nodePoints.get(name).length;
      final Interpolator1D tInter = new TransformedInterpolator1D(interpolators.get(name), transforms[index++]);
      transformedInterpolators.put(name, tInter);
    }

    _curveBuilder = new InterpolatedCurveBuildingFunction(nodePoints, transformedInterpolators);
    _nKnotPoints = sum;
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  public VolTermStructureModelProvider(final double[] knotPoints, final Interpolator1D baseInterpolator, final ParameterLimitsTransform parameterTransform) {
    ArgumentChecker.notEmpty(knotPoints, "null or empty knotPoints");
    ArgumentChecker.notNull(baseInterpolator, "null interpolator");
    ArgumentChecker.notNull(parameterTransform, "null parameterTransform");
    _knots = knotPoints;
    _interpolator = new TransformedInterpolator1D(baseInterpolator, parameterTransform);
  }
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    }

    final LinkedHashMap<String, Interpolator1D> transInterpolators = new LinkedHashMap<>();
    for (final Map.Entry<String, Interpolator1D> entry : interpolators.entrySet()) {
      final String name = entry.getKey();
      final Interpolator1D temp = new TransformedInterpolator1D(entry.getValue(), parameterTransforms.get(name));
      transInterpolators.put(name, temp);
    }

    _curveBuilder = new InterpolatedCurveBuildingFunction(knotPoints, transInterpolators);
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    final LinkedHashMap<String, Interpolator1D> transInterpolators = new LinkedHashMap<>();
    final Set<String> names = interpolators.keySet();
    _parameterNames = names;
    for (final String name : names) {
      final Interpolator1D temp = new TransformedInterpolator1D(interpolators.get(name), parameterTransforms.get(name));
      transInterpolators.put(name, temp);
    }

    _capPricers = new ArrayList<>(caps.size());
    for (final CapFloor cap : caps) {
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