## Class PiecewisePolynomialFunction2D

• java.lang.Object
• com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction2D

• public class PiecewisePolynomialFunction2D
extends Object
Computes value, first derivative and integral of piecewise polynomial function.
• ### Constructor Summary

Constructors
Constructor Description
PiecewisePolynomialFunction2D()
Creates an instance.
• ### Method Summary

All Methods
Modifier and Type Method Description
DoubleMatrix differentiateCross​(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)
Finds the cross derivative.
double differentiateCross​(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)
Finds the cross derivative.
DoubleMatrix differentiateTwiceX0​(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)
Finds the second derivative.
double differentiateTwiceX0​(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)
Finds the second derivative.
DoubleMatrix differentiateTwiceX1​(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)
Finds the second derivative.
double differentiateTwiceX1​(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)
Finds the second derivative.
DoubleMatrix differentiateX0​(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)
Finds the first derivative.
double differentiateX0​(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)
Finds the first derivative.
DoubleMatrix differentiateX1​(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)
Finds the first derivative.
double differentiateX1​(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)
Finds the first derivative.
DoubleMatrix evaluate​(PiecewisePolynomialResult2D pp, double[] x0Keys, double[] x1Keys)
Evaluates the function.
double evaluate​(PiecewisePolynomialResult2D pp, double x0Key, double x1Key)
Evaluates the function.
• ### Methods inherited from class java.lang.Object

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

• #### PiecewisePolynomialFunction2D

public PiecewisePolynomialFunction2D()
Creates an instance.
• ### Method Detail

• #### evaluate

public double evaluate​(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Evaluates the function.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Key - the first key
x1Key - the second key
Returns:
the value of piecewise polynomial function in 2D at (x0Key, x1Key)
• #### evaluate

public DoubleMatrix evaluate​(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Evaluates the function.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Keys - the first keys
x1Keys - the first keys
Returns:
the values of piecewise polynomial function in 2D at (x0Keys_i, x1Keys_j)
• #### differentiateX0

public double differentiateX0​(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the first derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Key - the first key
x1Key - the second key
Returns:
the value of first derivative of two-dimensional piecewise polynomial function with respect to x0 at (x0Keys_i, x1Keys_j)
• #### differentiateX1

public double differentiateX1​(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the first derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Key - the first key
x1Key - the second key
Returns:
the value of first derivative of two-dimensional piecewise polynomial function with respect to x1 at (x0Keys_i, x1Keys_j)
• #### differentiateX0

public DoubleMatrix differentiateX0​(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the first derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Keys - the first keys
x1Keys - the second keys
Returns:
Values of first derivative of two-dimensional piecewise polynomial function with respect to x0 at (x0Keys_i, x1Keys_j)
• #### differentiateX1

public DoubleMatrix differentiateX1​(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the first derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Keys - the first keys
x1Keys - the second keys
Returns:
Values of first derivative of two-dimensional piecewise polynomial function with respect to x1 at (x0Keys_i, x1Keys_j)
• #### differentiateCross

public double differentiateCross​(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the cross derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Key - the first key
x1Key - the second key
Returns:
the value of cross derivative of two-dimensional piecewise polynomial function at (x0Keys_i, x1Keys_j)
• #### differentiateTwiceX0

public double differentiateTwiceX0​(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the second derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Key - the first key
x1Key - the second key
Returns:
the value of second derivative of two-dimensional piecewise polynomial function with respect to x0 at (x0Keys_i, x1Keys_j)
• #### differentiateTwiceX1

public double differentiateTwiceX1​(PiecewisePolynomialResult2D pp,
double x0Key,
double x1Key)
Finds the second derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Key - the first key
x1Key - the second key
Returns:
the value of second derivative of two-dimensional piecewise polynomial function with respect to x1 at (x0Keys_i, x1Keys_j)
• #### differentiateCross

public DoubleMatrix differentiateCross​(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the cross derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Keys - the first keys
x1Keys - the second keys
Returns:
the values of cross derivative of two-dimensional piecewise polynomial function at (x0Keys_i, x1Keys_j)
• #### differentiateTwiceX0

public DoubleMatrix differentiateTwiceX0​(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the second derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Keys - the first keys
x1Keys - the second keys
Returns:
the values of second derivative of two-dimensional piecewise polynomial function with respect to x0 at (x0Keys_i, x1Keys_j)
• #### differentiateTwiceX1

public DoubleMatrix differentiateTwiceX1​(PiecewisePolynomialResult2D pp,
double[] x0Keys,
double[] x1Keys)
Finds the second derivative.
Parameters:
pp - the PiecewisePolynomialResult2D
x0Keys - the first keys
x1Keys - the second keys
Returns:
the values of second derivative of two-dimensional piecewise polynomial function with respect to x1 at (x0Keys_i, x1Keys_j)