Package org.jquantlib.math.interpolations

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

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            newValues = newGrid.clone().transform(f);
        }

        final CubicInterpolation priceSpline = new NaturalCubicInterpolation(transformed, values);

        priceSpline.update();
        for (int i=0; i<newValues.size(); i++) {
            newValues.set(i, priceSpline.op(newValues.get(i), true) );
        }

        this.grid.swap(newGrid);
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            newValues = newGrid.clone().transform(f);
        }

        final CubicInterpolation priceSpline = new NaturalCubicInterpolation(transformed, values);

        priceSpline.update();
        for (int i=0; i<newValues.size(); i++) {
            newValues.set(i, priceSpline.op(newValues.get(i), true) );
        }

        this.grid.swap(newGrid);
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