/*
 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 Cesare

 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.matrixutilities.Array;

/**
 *
 * @author Richard Gomes
 */
public class MonotonicNaturalCubicInterpolation extends CubicInterpolation {

    /**
     * @pre the \f$ x \f$ values must be sorted.
     */
    public MonotonicNaturalCubicInterpolation(final Array vx, final Array vy) {
        super(vx, vy, DerivativeApprox.Spline, true, BoundaryCondition.SecondDerivative, 0.0, BoundaryCondition.SecondDerivative, 0.0);
    }
}

 

Ads help maintain this website.