org.jquantlib.math.interpolations

Interface Interpolation

All Superinterfaces:

Extrapolator, Ops.DoubleOp

All Known Implementing Classes:

AbstractInterpolation, BackwardFlatInterpolation, CubicInterpolation, ForwardFlatInterpolation, LinearInterpolation, LogCubicInterpolation, LogLinearInterpolation, MonotonicNaturalCubicInterpolation, NaturalCubicInterpolation, SABRInterpolation

public interface Interpolation
extends Extrapolator, Ops.DoubleOp

Interface for 1-D interpolations.

Classes implementing from this interface 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

Modifier and Type	Interface and Description
static interface	Interpolation.Interpolator

Method Summary

Modifier and Type	Method and Description
double	derivative(double x)
double	derivative(double x, boolean allowExtrapolation)
boolean	empty()
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 interface org.jquantlib.math.interpolations.Extrapolator

allowsExtrapolation, disableExtrapolation, enableExtrapolation

Method Detail

empty

boolean empty()

op

double op(double x,
          boolean allowExtrapolation)

primitive

double primitive(double x,
                 boolean allowExtrapolation)

derivative

double derivative(double x,
                  boolean allowExtrapolation)

secondDerivative

double secondDerivative(double x,
                        boolean allowExtrapolation)

op

double op(double x)

Specified by:

op in interface Ops.DoubleOp

primitive

double primitive(double x)

derivative

double derivative(double x)

secondDerivative

double secondDerivative(double x)

xMin

double xMin()

xMax

double xMax()

isInRange

boolean isInRange(double x)

update

void update()