Package org.jquantlib.math.interpolations.factories

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

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                        if (ts.interpolator().global()) {
                            throw new LibraryException("no chance to fix it in a later iteration");
                        }

                        // otherwise, if the target interpolation is not usable yet
                        ts.setInterpolation(new Linear().interpolate (new Array(times, i+1), new Array(data)));
                    }
                }
                // required because we just changed the data
                // is it really required?
                ts.interpolation().update();
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        final RateHelper[] instruments = null;
        final DayCounter dc = new DayCounter();
        final Handle<Quote> jumps[] = null;
        final Date[] jumpDates = null;
        final double accuracy = 0;
        final org.jquantlib.math.interpolations.Interpolation.Interpolator i = new Linear();
        final org.jquantlib.termstructures.Bootstrap b = new IterativeBootstrap(PiecewiseYieldCurve.class);


        final PiecewiseYieldCurve<Discount, Linear, IterativeBootstrap> pyc = new PiecewiseYieldCurve<Discount, Linear, IterativeBootstrap>(
                d, instruments, dc, jumps, jumpDates, accuracy, i, b) { /* anonymous */ };
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            variances.set(j, value);
            QL.require(variances.get(j)>=variances.get(j-1) || !forceMonotoneVariance , "variance must be non-decreasing"); // QA:[RG]::verified // TODO: message
        }

        // default: linear interpolation
        factory = new Linear();
    }
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    //
    // public constructors
    //

    public LogLinearInterpolation(final Array vx, final Array vy) {
        super.impl = new AbstractInterpolation.LogInterpolationImpl(vx, vy, new Linear());
        super.impl.update();
    }
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            variances.set(j, value);
            QL.require(variances.get(j)>=variances.get(j-1) || !forceMonotoneVariance , "variance must be non-decreasing"); // TODO: message
        }

        // default: linear interpolation
        factory = new Linear();
    }
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                        if (ts.interpolator().global()) {
                            throw new LibraryException("no chance to fix it in a later iteration");
                        }

                        // otherwise, if the target interpolation is not usable yet
                        ts.setInterpolation(new Linear().interpolate (new Array(times, i+1), new Array(data)));
                    }
                }
                // required because we just changed the data
                // is it really required?
                ts.interpolation().update();
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  @BeforeClass
  public static void setUpLinearInterpolation(){
    QL.info("::::: Testing use of interpolations as functors... :::::");

    interpolation = new Linear().interpolate(x, y);
    interpolation.update();
      length = x2.size();
      y2 = new double[length];
      tolerance = 1.0e-12;
  }
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Related Classes of org.jquantlib.math.interpolations.factories.Linear

  • org.jquantlib.math.interpolations.LinearInterpolation
  • org.jquantlib.math.interpolations.LogLinearInterpolation
  • org.jquantlib.termstructures.IterativeBootstrap
  • org.jquantlib.termstructures.volatilities.BlackVarianceCurve
  • org.jquantlib.testsuite.lang.TypeTokenTreeTest
  • org.jquantlib.testsuite.math.interpolations.LinearInterpolationTest
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