/*
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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