/*
 Copyright (C) 2008 Richard Gomes

 This source code is release under the BSD License.

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */
/*
 Copyright (C) 2004, 2008 Ferdinando Ametrano
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2001, 2002, 2003 Nicolas Di C�sar�

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

package org.jquantlib.math.interpolations;

import org.jquantlib.math.interpolations.CubicInterpolation.BoundaryCondition;
import org.jquantlib.math.interpolations.CubicInterpolation.DerivativeApprox;
import org.jquantlib.math.interpolations.factories.Cubic;
import org.jquantlib.math.matrixutilities.Array;


/**
 * log-cubic interpolation between discrete points
 *
 * @author Richard Gomes
 */
public class LogCubicInterpolation extends AbstractInterpolation {

    //
    // public constructors
    //

    public LogCubicInterpolation(
            final Array vx,
            final Array vy,
            final DerivativeApprox da,
            final boolean monotonic,
            final BoundaryCondition leftCondition,
            final double leftConditionValue,
            final BoundaryCondition rightCondition,
            final double rightConditionValue) {
        super.impl = new AbstractInterpolation.LogInterpolationImpl(
                vx, vy,
                new Cubic(
                        da, monotonic,
                        leftCondition, leftConditionValue,
                        rightCondition, rightConditionValue));
        super.impl.update();
    }

}

 

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