org.jquantlib.testsuite.math.interpolations

Class InterpolationTest

java.lang.Object

org.jquantlib.testsuite.math.interpolations.InterpolationTest

public class InterpolationTest
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
InterpolationTest()

Method Summary

Modifier and Type	Method and Description
void	testAsFunctor()
void	testBackwardFlat()
void	testDerivativeEndConditions()
void	testForwardFlat()
void	testMultiSpline()
void	testNonRestrictiveHymanFilter() See R.
void	testSabrInterpolation()
void	testSimmetricEndConditions()
void	testSplineErrorOnGaussianValues()
void	testSplineOnGaussianValues()
void	testSplineOnGenericValues()
void	testSplineOnRPN15AValues()

Methods inherited from class java.lang.Object

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

Constructor Detail

InterpolationTest

public InterpolationTest()

Method Detail

testAsFunctor

public void testAsFunctor()

testBackwardFlat

public void testBackwardFlat()

testSplineOnGenericValues

public void testSplineOnGenericValues()

testSimmetricEndConditions

public void testSimmetricEndConditions()

testForwardFlat

public void testForwardFlat()

testMultiSpline

public void testMultiSpline()

testDerivativeEndConditions

public void testDerivativeEndConditions()

testSplineErrorOnGaussianValues

public void testSplineErrorOnGaussianValues()

testSplineOnRPN15AValues

public void testSplineOnRPN15AValues()

testSplineOnGaussianValues

public void testSplineOnGaussianValues()

testNonRestrictiveHymanFilter

public void testNonRestrictiveHymanFilter()

See R. L. Dougherty, A. Edelman, J. M. Hyman, "Nonnegativity-, Monotonicity-, or Convexity-Preserving CubicSpline and Quintic Hermite Interpolation" Mathematics Of Computation, v. 52, n. 186, April 1989, pp. 471-494.

testSabrInterpolation

public void testSabrInterpolation()