org.jquantlib.math.interpolations

Class AbstractInterpolation

java.lang.Object

org.jquantlib.math.interpolations.AbstractInterpolation

All Implemented Interfaces:

Extrapolator, Interpolation, Ops.DoubleOp

Direct Known Subclasses:

BackwardFlatInterpolation, CubicInterpolation, ForwardFlatInterpolation, LinearInterpolation, LogCubicInterpolation, LogLinearInterpolation, SABRInterpolation

public abstract class AbstractInterpolation
extends java.lang.Object
implements Interpolation

Abstract base class for 1-D interpolations.

Classes derived from this class will provide interpolated values from two sequences of equal length, representing discretized values of a variable and a function of the former, respectively.

Nested Class Summary

Nested classes/interfaces inherited from interface org.jquantlib.math.interpolations.Interpolation

Interpolation.Interpolator

Constructor Summary

Constructors

Constructor and Description
AbstractInterpolation()

Method Summary

Modifier and Type	Method and Description
boolean	allowsExtrapolation() tells whether extrapolation is enabled
double	derivative(double x)
double	derivative(double x, boolean allowExtrapolation)
void	disableExtrapolation() disable extrapolation in subsequent calls
boolean	empty()
void	enableExtrapolation() enable extrapolation in subsequent calls
boolean	isInRange(double x)
double	op(double x)
double	op(double x, boolean allowExtrapolation)
double	primitive(double x)
double	primitive(double x, boolean allowExtrapolation)
double	secondDerivative(double x)
double	secondDerivative(double x, boolean allowExtrapolation)
void	update()
double	xMax()
double	xMin()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AbstractInterpolation

public AbstractInterpolation()

Method Detail

empty

public boolean empty()

Specified by:

empty in interface Interpolation

op

public double op(double x)

Specified by:

op in interface Interpolation

Specified by:

op in interface Ops.DoubleOp

op

public double op(double x,
                 boolean allowExtrapolation)

Specified by:

op in interface Interpolation

primitive

public double primitive(double x)

Specified by:

primitive in interface Interpolation

primitive

public double primitive(double x,
                        boolean allowExtrapolation)

Specified by:

primitive in interface Interpolation

derivative

public double derivative(double x)

Specified by:

derivative in interface Interpolation

derivative

public double derivative(double x,
                         boolean allowExtrapolation)

Specified by:

derivative in interface Interpolation

secondDerivative

public double secondDerivative(double x)

Specified by:

secondDerivative in interface Interpolation

secondDerivative

public double secondDerivative(double x,
                               boolean allowExtrapolation)

Specified by:

secondDerivative in interface Interpolation

xMin

public double xMin()

Specified by:

xMin in interface Interpolation

xMax

public double xMax()

Specified by:

xMax in interface Interpolation

isInRange

public boolean isInRange(double x)

Specified by:

isInRange in interface Interpolation

update

public void update()

Specified by:

update in interface Interpolation

allowsExtrapolation

public final boolean allowsExtrapolation()

Description copied from interface: Extrapolator

tells whether extrapolation is enabled

Specified by:

allowsExtrapolation in interface Extrapolator

disableExtrapolation

public void disableExtrapolation()

Description copied from interface: Extrapolator

disable extrapolation in subsequent calls

Specified by:

disableExtrapolation in interface Extrapolator

enableExtrapolation

public void enableExtrapolation()

Description copied from interface: Extrapolator

enable extrapolation in subsequent calls

Specified by:

enableExtrapolation in interface Extrapolator