org.jquantlib.math.interpolations

Class LinearInterpolation

java.lang.Object

org.jquantlib.math.interpolations.AbstractInterpolation

org.jquantlib.math.interpolations.LinearInterpolation

All Implemented Interfaces:

Extrapolator, Interpolation, Ops.DoubleOp

public class LinearInterpolation
extends AbstractInterpolation

Linear interpolation between discrete points

Nested Class Summary

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

Interpolation.Interpolator

Constructor Summary

Constructors

Constructor and Description
LinearInterpolation(Array vx, Array vy)

Method Summary

Methods inherited from class org.jquantlib.math.interpolations.AbstractInterpolation

allowsExtrapolation, derivative, derivative, disableExtrapolation, empty, enableExtrapolation, isInRange, op, op, primitive, primitive, secondDerivative, secondDerivative, update, xMax, xMin

Methods inherited from class java.lang.Object

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

Constructor Detail

LinearInterpolation

public LinearInterpolation(Array vx,
                           Array vy)