Examples of Interpolator1D


Examples of com.opengamma.analytics.math.interpolation.Interpolator1D

      }
    }
    if (x.isEmpty()) {
      throw new OpenGammaRuntimeException("Could not get any data for " + volatilityDataRequirement);
    }
    final Interpolator1D xInterpolator = CombinedInterpolatorExtrapolatorFactory.getInterpolator(xInterpolatorName, leftXExtrapolatorName, rightXExtrapolatorName);
    final Interpolator1D yInterpolator = CombinedInterpolatorExtrapolatorFactory.getInterpolator(yInterpolatorName, leftYExtrapolatorName, rightYExtrapolatorName);
    final GridInterpolator2D interpolator = new GridInterpolator2D(xInterpolator, yInterpolator);
    final Surface<Double, Double, Double> surface = InterpolatedDoublesSurface.from(x.toDoubleArray(), y.toDoubleArray(), sigma.toDoubleArray(), interpolator);
    final VolatilitySurface volatilitySurface = new VolatilitySurface(surface);
    final ValueProperties properties = getResultProperties(surfaceName, instrumentType, leftXExtrapolatorName, rightXExtrapolatorName, xInterpolatorName, leftYExtrapolatorName,
        rightYExtrapolatorName, yInterpolatorName);
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