Package org.jquantlib.math.interpolations

Examples of org.jquantlib.math.interpolations.LinearInterpolation.update()

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        final Array x = new Array(new double[] { 0.0, 1.0, 2.0, 3.0, 4.0 });
        final Array y = new Array(new double[] { 5.0, 4.0, 3.0, 2.0, 1.0 });

        final Interpolation f = new LinearInterpolation(x, y);
        f.update();

        final Array x2 = new Array(new double[] { -2.0, -1.0, 0.0, 1.0, 3.0, 4.0, 5.0, 6.0, 7.0 });
        final int N = x2.size();

        final double tolerance = 1.0e-12;
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        final Array x = new Array(new double[] { 0.0, 1.0, 2.0, 3.0, 4.0 });
        final Array y = new Array(new double[] { 5.0, 4.0, 3.0, 2.0, 1.0 });

        final Interpolation f = new LinearInterpolation(x, y);
        f.update();

        final Array x2 = new Array(new double[] { -2.0, -1.0, 0.0, 1.0, 3.0, 4.0, 5.0, 6.0, 7.0 });
        final int N = x2.size();

        final double tolerance = 1.0e-12;
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