Package com.opengamma.analytics.math.interpolation.data

Examples of com.opengamma.analytics.math.interpolation.data.ArrayInterpolator1DDataBundle

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    return res.getData();
  }

  @Override
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod);
  }
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   */
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y, final double leftCond, final double rightCond) {
    if (!(_baseMethod.getPrimaryMethod() instanceof CubicSplineInterpolator)) {
      throw new IllegalArgumentException("No degrees of freedom at endpoints for this interpolation method");
    }
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod, leftCond, rightCond);
  }
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    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod, leftCond, rightCond);
  }

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), this._baseMethod);
  }
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   */
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y, final double leftCond, final double rightCond) {
    if (!(_baseMethod.getPrimaryMethod() instanceof CubicSplineInterpolator)) {
      throw new IllegalArgumentException("No degrees of freedom at endpoints for this interpolation method");
    }
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), this._baseMethod, leftCond, rightCond);
  }
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    return result;
  }

  @Override
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
    return new Interpolator1DCubicSplineDataBundle(new ArrayInterpolator1DDataBundle(x, y));
  }
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    return new Interpolator1DCubicSplineDataBundle(new ArrayInterpolator1DDataBundle(x, y));
  }

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    return new Interpolator1DCubicSplineDataBundle(new ArrayInterpolator1DDataBundle(x, y, true));
  }
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    for (int loopvol = 0; loopvol < nbVol; loopvol++) {
      final double[] volDelta = new double[nbTime];
      for (int looptime = 0; looptime < nbTime; looptime++) {
        volDelta[looptime] = _volatilityTerm[looptime].getVolatility()[loopvol];
      }
      final ArrayInterpolator1DDataBundle interpData = new ArrayInterpolator1DDataBundle(_timeToExpiration, volDelta, true);
      volatilityT[loopvol] = _timeInterpolator.interpolate(interpData, time);
    }
    final SmileDeltaParameters smile = new SmileDeltaParameters(time, _volatilityTerm[0].getDelta(), volatilityT);
    return smile;
  }
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    for (int loopvol = 0; loopvol < nbVol; loopvol++) {
      final double[] volDelta = new double[nbTime];
      for (int looptime = 0; looptime < nbTime; looptime++) {
        volDelta[looptime] = _volatilityTerm[looptime].getVolatility()[loopvol];
      }
      final ArrayInterpolator1DDataBundle interpData = new ArrayInterpolator1DDataBundle(_timeToExpiration, volDelta, true);
      final double[] volatilitySensitivityVol = _timeInterpolator.getNodeSensitivitiesForValue(interpData, time);
      for (int looptime = 0; looptime < nbTime; looptime++) {
        volatilitySensitivity[looptime][loopvol] = volatilitySensitivityVol[looptime] * volatilityAtTimeSensitivity[loopvol];
      }
      volatilityT[loopvol] = _timeInterpolator.interpolate(interpData, time);
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    return res;
  }

  @Override
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod);
  }
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    return new Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod);
  }

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), this._baseMethod);
  }
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Related Classes of com.opengamma.analytics.math.interpolation.data.ArrayInterpolator1DDataBundle

  • com.opengamma.analytics.financial.credit.cds.ISDAExtrapolator1D
  • com.opengamma.analytics.financial.credit.cds.ISDAInterpolator1D
  • com.opengamma.analytics.financial.model.volatility.surface.SmileDeltaTermStructureParameters
  • com.opengamma.analytics.financial.model.volatility.surface.SmileDeltaTermStructureParametersStrikeInterpolationTest
  • com.opengamma.analytics.math.interpolation.BarycentricRationalFunctionInterpolator1D
  • com.opengamma.analytics.math.interpolation.ClampedCubicSplineInterpolator1D
  • com.opengamma.analytics.math.interpolation.DoubleQuadraticInterpolator1D
  • com.opengamma.analytics.math.interpolation.ExponentialInterpolator1D
  • com.opengamma.analytics.math.interpolation.LinearInterpolator1D
  • com.opengamma.analytics.math.interpolation.LogLinearInterpolator1D
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