Class InterpolatedNodalCurve

  • All Implemented Interfaces:
    Curve, NodalCurve, ParameterizedData, java.io.Serializable, Bean, ImmutableBean

    public final class InterpolatedNodalCurve
    extends java.lang.Object
    implements NodalCurve, ImmutableBean, java.io.Serializable
    A curve based on interpolation between a number of nodal points.

    This class defines a curve in terms of a fixed number of nodes, referred to as parameters.

    Each node has an x-value and a y-value. The interface is focused on finding the y-value for a given x-value. An interpolator is used to find y-values for x-values between two nodes. Two extrapolators are used to find y-values, one when the x-value is to the left of the first node, and one where the x-value is to the right of the last node.

    See Also:
    Serialized Form
    • Method Detail

      • of

        public static InterpolatedNodalCurve of​(CurveMetadata metadata,
                                                DoubleArray xValues,
                                                DoubleArray yValues,
                                                CurveInterpolator interpolator,
                                                CurveExtrapolator extrapolatorLeft,
                                                CurveExtrapolator extrapolatorRight)
        Creates an interpolated curve with metadata.
        Parameters:
        metadata - the curve metadata
        xValues - the x-values
        yValues - the y-values
        interpolator - the interpolator
        extrapolatorLeft - the extrapolator for extrapolating off the left-hand end of the curve
        extrapolatorRight - the extrapolator for extrapolating off the right-hand end of the curve
        Returns:
        the curve
      • getParameterCount

        public int getParameterCount()
        Description copied from interface: ParameterizedData
        Gets the number of parameters.

        This returns the number of parameters, which can be used to create a loop to access the other methods on this interface.

        Specified by:
        getParameterCount in interface ParameterizedData
        Returns:
        the number of parameters
      • getParameter

        public double getParameter​(int parameterIndex)
        Description copied from interface: ParameterizedData
        Gets the value of the parameter at the specified index.
        Specified by:
        getParameter in interface ParameterizedData
        Parameters:
        parameterIndex - the zero-based index of the parameter to get
        Returns:
        the value of the parameter
      • withParameter

        public InterpolatedNodalCurve withParameter​(int parameterIndex,
                                                    double newValue)
        Description copied from interface: ParameterizedData
        Returns a copy of the data with the value at the specified index altered.

        This instance is immutable and unaffected by this method call.

        Specified by:
        withParameter in interface Curve
        Specified by:
        withParameter in interface NodalCurve
        Specified by:
        withParameter in interface ParameterizedData
        Parameters:
        parameterIndex - the zero-based index of the parameter to get
        newValue - the new value for the specified parameter
        Returns:
        a parameterized data instance based on this with the specified parameter altered
      • withPerturbation

        public InterpolatedNodalCurve withPerturbation​(ParameterPerturbation perturbation)
        Description copied from interface: ParameterizedData
        Returns a perturbed copy of the data.

        The perturbation instance will be invoked once for each parameter in this instance, returning the perturbed value for that parameter. The result of this method is a new instance that is based on those perturbed values.

        This instance is immutable and unaffected by this method call.

        Specified by:
        withPerturbation in interface Curve
        Specified by:
        withPerturbation in interface NodalCurve
        Specified by:
        withPerturbation in interface ParameterizedData
        Parameters:
        perturbation - the perturbation to apply
        Returns:
        a parameterized data instance based on this with the specified perturbation applied
      • yValue

        public double yValue​(double x)
        Description copied from interface: Curve
        Computes the y-value for the specified x-value.
        Specified by:
        yValue in interface Curve
        Parameters:
        x - the x-value to find the y-value for
        Returns:
        the value at the x-value
      • yValueParameterSensitivity

        public UnitParameterSensitivity yValueParameterSensitivity​(double x)
        Description copied from interface: Curve
        Computes the sensitivity of the y-value with respect to the curve parameters.

        This returns an array with one element for each parameter of the curve. The array contains the sensitivity of the y-value at the specified x-value to each parameter.

        Specified by:
        yValueParameterSensitivity in interface Curve
        Parameters:
        x - the x-value at which the parameter sensitivity is computed
        Returns:
        the sensitivity
      • firstDerivative

        public double firstDerivative​(double x)
        Description copied from interface: Curve
        Computes the first derivative of the curve.

        The first derivative is dy/dx.

        Specified by:
        firstDerivative in interface Curve
        Parameters:
        x - the x-value at which the derivative is taken
        Returns:
        the first derivative
      • withMetadata

        public InterpolatedNodalCurve withMetadata​(CurveMetadata metadata)
        Description copied from interface: NodalCurve
        Returns a new curve with the specified metadata.

        This allows the metadata of the curve to be changed while retaining all other information. If parameter metadata is present, the size of the list must match the number of parameters of this curve.

        Specified by:
        withMetadata in interface Curve
        Specified by:
        withMetadata in interface NodalCurve
        Parameters:
        metadata - the new metadata for the curve
        Returns:
        the new curve
      • withYValues

        public InterpolatedNodalCurve withYValues​(DoubleArray yValues)
        Description copied from interface: NodalCurve
        Returns a new curve with the specified values.

        This allows the y-values of the curve to be changed while retaining the same x-values.

        Specified by:
        withYValues in interface NodalCurve
        Parameters:
        yValues - the new y-values for the curve
        Returns:
        the new curve
      • withValues

        public InterpolatedNodalCurve withValues​(DoubleArray xValues,
                                                 DoubleArray yValues)
        Description copied from interface: NodalCurve
        Returns a new curve with the specified x-values and y-values.

        This allows the x values and y-values of the curve to be changed.

        Specified by:
        withValues in interface NodalCurve
        Parameters:
        xValues - the new x-values for the curve
        yValues - the new y-values for the curve
        Returns:
        the new curve
      • withNode

        public InterpolatedNodalCurve withNode​(double x,
                                               double y,
                                               ParameterMetadata paramMetadata)
        Returns a new curve with an additional node, specifying the parameter metadata.

        The result will contain the specified node. If the x-value equals an existing x-value, the y-value will be changed. If the x-value does not equal an existing x-value, the node will be added.

        The result will only contain the specified parameter metadata if this curve also has parameter meta-data.

        Specified by:
        withNode in interface NodalCurve
        Parameters:
        x - the new x-value
        y - the new y-value
        paramMetadata - the new parameter metadata
        Returns:
        the updated curve
      • builder

        public static InterpolatedNodalCurve.Builder builder()
        Returns a builder used to create an instance of the bean.
        Returns:
        the builder, not null
      • getMetadata

        public CurveMetadata getMetadata()
        Gets the curve metadata.

        The metadata includes an optional list of parameter metadata. If present, the size of the parameter metadata list will match the number of parameters of this curve.

        Specified by:
        getMetadata in interface Curve
        Returns:
        the value of the property, not null
      • getXValues

        public DoubleArray getXValues()
        Gets the array of x-values, one for each point.

        This array will contains at least two elements and be of the same length as y-values.

        Specified by:
        getXValues in interface NodalCurve
        Returns:
        the value of the property, not null
      • getYValues

        public DoubleArray getYValues()
        Gets the array of y-values, one for each point.

        This array will contains at least two elements and be of the same length as x-values.

        Specified by:
        getYValues in interface NodalCurve
        Returns:
        the value of the property, not null
      • getInterpolator

        public CurveInterpolator getInterpolator()
        Gets the interpolator. This is used for x-values between the smallest and largest known x-value.
        Returns:
        the value of the property, not null
      • getExtrapolatorLeft

        public CurveExtrapolator getExtrapolatorLeft()
        Gets the extrapolator for x-values on the left, defaulted to 'Flat". This is used for x-values smaller than the smallest known x-value.
        Returns:
        the value of the property, not null
      • getExtrapolatorRight

        public CurveExtrapolator getExtrapolatorRight()
        Gets the extrapolator for x-values on the right, defaulted to 'Flat". This is used for x-values larger than the largest known x-value.
        Returns:
        the value of the property, not null
      • toBuilder

        public InterpolatedNodalCurve.Builder toBuilder()
        Returns a builder that allows this bean to be mutated.
        Returns:
        the mutable builder, not null
      • equals

        public boolean equals​(java.lang.Object obj)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object