## Class ParameterizedSurface

• public abstract class ParameterizedSurface
extends ParameterizedFunction<DoublesPair,​DoubleArray,​Double>
A parameterised surface that gives the both the surface (the function z=f(xy) where xy is a 2D point and z is a scalar) and the surface sensitivity (dz/dp where p is one of the parameters) for given parameters.
• ### Constructor Summary

Constructors
Constructor Description
ParameterizedSurface()
• ### Method Summary

All Methods
Modifier and Type Method Description
Function<DoublesPair,​DoubleArray> getZParameterSensitivity​(DoubleArray params)
For a function of two variables (surface) that can be written as $z=f(x, y;\boldsymbol{\theta})$ where x, y & z are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e.
• ### Methods inherited from class com.opengamma.strata.math.impl.function.ParameterizedFunction

asFunctionOfArguments, asFunctionOfParameters, evaluate, getNumberOfParameters
• ### Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• ### Constructor Detail

• #### ParameterizedSurface

public ParameterizedSurface()
• ### Method Detail

• #### getZParameterSensitivity

public Function<DoublesPair,​DoubleArray> getZParameterSensitivity​(DoubleArray params)
For a function of two variables (surface) that can be written as $z=f(x, y;\boldsymbol{\theta})$ where x, y & z are scalars and $\boldsymbol{\theta})$ is a vector of parameters (i.e. $x,y,z \in \mathbb{R}$ and $\boldsymbol{\theta} \in \mathbb{R}^n$) this returns the function $g : \mathbb{R} \to \mathbb{R}^n; x,y \mapsto g(x,y)$, which is the function's (curves') sensitivity to its parameters, i.e. $g(x,y) = \frac{\partial f(x,y;\boldsymbol{\theta})}{\partial \boldsymbol{\theta}}$

The default calculation is performed using finite difference (via ScalarFieldFirstOrderDifferentiator) but it is expected that this will be overridden by concrete subclasses.

Parameters:
params - The value of the parameters ($\boldsymbol{\theta}$) at which the sensitivity is calculated
Returns:
The sensitivity as a function with a DoublesPair (x,y) as its single argument and a vector as its return value