Package org.jquantlib.math.interpolations.factories

Examples of org.jquantlib.math.interpolations.factories.Cubic

66
67
68
69
70
71
72
73
74
75
76
            final double leftConditionValue,
            final BoundaryCondition rightCondition,
            final double rightConditionValue) {
        super.impl = new AbstractInterpolation.LogInterpolationImpl(
                vx, vy,
                new Cubic(
                        da, monotonic,
                        leftCondition, leftConditionValue,
                        rightCondition, rightConditionValue));
        super.impl.update();
    }
View Full Code Here
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
      final CommonVars vars = new CommonVars();

      testCurveConsistency(
              ZeroYield.class, Cubic.class, IterativeBootstrap.class,
                      vars,
                      new Cubic(CubicInterpolation.DerivativeApprox.Spline, true,
                                CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0,
                                CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0));
      testBMACurveConsistency(
        ZeroYield.class, Cubic.class, IterativeBootstrap.class,
                      vars,
                      new Cubic(CubicInterpolation.DerivativeApprox.Spline, true,
                                CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0,
                                CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0));
  }
View Full Code Here
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
      final CommonVars vars = new CommonVars();

      testCurveConsistency(
              ForwardRate.class, Cubic.class, IterativeBootstrap.class,
                      vars,
                      new Cubic(CubicInterpolation.DerivativeApprox.Spline, true,
                           CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0,
                           CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0));
      testBMACurveConsistency(
        ForwardRate.class, Cubic.class, IterativeBootstrap.class,
                vars,
                new Cubic(CubicInterpolation.DerivativeApprox.Spline, true,
                     CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0,
                     CubicInterpolation.BoundaryCondition.SecondDerivative, 0.0));
  }
View Full Code Here
TOP

Related Classes of org.jquantlib.math.interpolations.factories.Cubic

  • org.jquantlib.math.interpolations.CubicInterpolation
  • org.jquantlib.math.interpolations.LogCubicInterpolation
  • org.jquantlib.testsuite.termstructures.yieldcurves.PiecewiseYieldCurveTest
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.