org.jquantlib.math.interpolations

Class MonotonicNaturalCubicInterpolation

java.lang.Object

org.jquantlib.math.interpolations.AbstractInterpolation

org.jquantlib.math.interpolations.CubicInterpolation

org.jquantlib.math.interpolations.MonotonicNaturalCubicInterpolation

All Implemented Interfaces:

Extrapolator, Interpolation, Ops.DoubleOp

public class MonotonicNaturalCubicInterpolation
extends CubicInterpolation

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.math.interpolations.CubicInterpolation

CubicInterpolation.BoundaryCondition, CubicInterpolation.DerivativeApprox

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

Interpolation.Interpolator

Constructor Summary

Constructors

Constructor and Description
MonotonicNaturalCubicInterpolation(Array vx, Array vy)

Method Summary

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

aCoefficients, bCoefficients, cCoefficients, monotonicityAdjustments

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

MonotonicNaturalCubicInterpolation

public MonotonicNaturalCubicInterpolation(Array vx,
                                          Array vy)