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

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

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    throw new UnsupportedOperationException("Nodal sensitivities are not supported for the ISDA interpolation method");
  }

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

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(double[] x, double[] y) {
    return new ArrayInterpolator1DDataBundle(x, y, true);
  }
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    throw new UnsupportedOperationException("Nodal sensitivities are not supported for the ISDA interpolation method");
  }

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

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    return new ArrayInterpolator1DDataBundle(x, y, true);
  }
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    return 0.;
  }

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

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    return new ArrayInterpolator1DDataBundle(x, y, true);
  }
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    final double[] logY = new double[nData];
    for (int i = 0; i < nData; ++i) {
      ArgumentChecker.isTrue(y[i] > 0., "y should be positive");
      logY[i] = Math.log(y[i]);
    }
    return new Interpolator1DLogPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, logY, false), new MonotonicityPreservingCubicSplineInterpolator(new LogNaturalSplineHelper()));
  }
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    final double[] logY = new double[nData];
    for (int i = 0; i < nData; ++i) {
      ArgumentChecker.isTrue(y[i] > 0., "y should be positive");
      logY[i] = Math.log(y[i]);
    }
    return new Interpolator1DLogPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, logY, true), new MonotonicityPreservingCubicSplineInterpolator(new LogNaturalSplineHelper()));
  }
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  }

  @Override
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
    //    final PiecewisePolynomialResult poly = BASE.interpolate(x, y);
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), new PiecewiseCubicHermiteSplineInterpolatorWithSensitivity());
  }
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  }

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    //    final PiecewisePolynomialResult poly = BASE.interpolate(x, y);
    return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), new PiecewiseCubicHermiteSplineInterpolatorWithSensitivity());
  }
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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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