Package org.jquantlib.math.interpolations

Examples of org.jquantlib.math.interpolations.ForwardFlatInterpolation.primitive()

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                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);

            // primitive at original points
            calculated = f.primitive(x.get(0));
            expected = 0.0;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
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        }

        double sum = 0.0;
        for (int i=1; i<N; i++) {
            sum += (x.get(i) - x.get(i-1)) * y.get(i-1);
            final double calculated = f.primitive(x.get(i));
            final double expected = sum;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
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        // primitive at middle points
        sum = 0.0;
        for (int i=0; i<N-1; i++) {
            final double p = (x.get(i) + x.get(i+1))/2;
            sum += (x.get(i+1) - x.get(i)) * y.get(i)/2;
            final double calculated = f.primitive(p);
            final double expected = sum;
            sum += (x.get(i+1) - x.get(i)) * y.get(i)/2;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
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                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
                    Math.abs(calculated - expected) > tolerance);

            // primitive at original points
            calculated = f.primitive(x.get(0));
            expected = 0.0;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
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        }

        double sum = 0.0;
        for (int i=1; i<N; i++) {
            sum += (x.get(i) - x.get(i-1)) * y.get(i-1);
            final double calculated = f.primitive(x.get(i));
            final double expected = sum;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
                    +"\n    error:              "+Math.abs(calculated-expected),
View Full Code Here
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        // primitive at middle points
        sum = 0.0;
        for (int i=0; i<N-1; i++) {
            final double p = (x.get(i) + x.get(i+1))/2;
            sum += (x.get(i+1) - x.get(i)) * y.get(i)/2;
            final double calculated = f.primitive(p);
            final double expected = sum;
            sum += (x.get(i+1) - x.get(i)) * y.get(i)/2;
            assertFalse("failed to reproduce expected datum"
                    +"\n    expected value:   "+expected
                    +"\n    calculated value: "+calculated
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