Package com.opengamma.strata.market.surface.interpolator

Class GridSurfaceInterpolator

java.lang.Object

com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator

All Implemented Interfaces:

SurfaceInterpolator, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class GridSurfaceInterpolator
extends Object
implements SurfaceInterpolator, org.joda.beans.ImmutableBean, Serializable

A surface interpolator that is based on two curve interpolators.

The surface parameters are divided into rows and columns based on the x-values and y-values. There must be at least two y-values for each x-value. In most cases, the parameters will form a rectangular grid.

The interpolation operates in two stages. First, the parameters are grouped into sets, each with the same x value. Second, the y curve interpolator is used on each set of y values. Finally, the x curve interpolator is used on the results of the y interpolation.

There should be at least two different y-values for each x-value. If there is only one, then the associated z-value will always be returned.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	GridSurfaceInterpolator.Meta	The meta-bean for GridSurfaceInterpolator.

Method Summary

Modifier and Type	Method	Description
BoundSurfaceInterpolator	bind(DoubleArray xValues, DoubleArray yValues, DoubleArray zValues)	Binds this interpolator to a surface.
boolean	equals(Object obj)
CurveExtrapolator	getXExtrapolatorLeft()	Gets the x-value left extrapolator.
CurveExtrapolator	getXExtrapolatorRight()	Gets the x-value right extrapolator.
CurveInterpolator	getXInterpolator()	Gets the x-value interpolator.
CurveExtrapolator	getYExtrapolatorLeft()	Gets the y-value left extrapolator.
CurveExtrapolator	getYExtrapolatorRight()	Gets the y-value right extrapolator.
CurveInterpolator	getYInterpolator()	Gets the y-value interpolator.
int	hashCode()
static GridSurfaceInterpolator.Meta	meta()	The meta-bean for GridSurfaceInterpolator.
GridSurfaceInterpolator.Meta	metaBean()
static GridSurfaceInterpolator	of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolatorLeft, CurveExtrapolator xExtrapolatorRight, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolatorLeft, CurveExtrapolator yExtrapolatorRight)	Obtains an instance from the specified interpolators and extrapolators.
static GridSurfaceInterpolator	of(CurveInterpolator xInterpolator, CurveExtrapolator xExtrapolator, CurveInterpolator yInterpolator, CurveExtrapolator yExtrapolator)	Obtains an instance from the specified interpolators and extrapolators.
static GridSurfaceInterpolator	of(CurveInterpolator xInterpolator, CurveInterpolator yInterpolator)	Obtains an instance from the specified interpolators, using flat extrapolation.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static GridSurfaceInterpolator of(CurveInterpolator xInterpolator,
                                         CurveInterpolator yInterpolator)

Obtains an instance from the specified interpolators, using flat extrapolation.

Parameters:

xInterpolator - the x-value interpolator

yInterpolator - the y-value interpolator

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

of

public static GridSurfaceInterpolator of(CurveInterpolator xInterpolator,
                                         CurveExtrapolator xExtrapolator,
                                         CurveInterpolator yInterpolator,
                                         CurveExtrapolator yExtrapolator)

Obtains an instance from the specified interpolators and extrapolators.

Parameters:

xInterpolator - the x-value interpolator

xExtrapolator - the x-value extrapolator

yInterpolator - the y-value interpolator

yExtrapolator - the y-value extrapolator

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

of

public static GridSurfaceInterpolator of(CurveInterpolator xInterpolator,
                                         CurveExtrapolator xExtrapolatorLeft,
                                         CurveExtrapolator xExtrapolatorRight,
                                         CurveInterpolator yInterpolator,
                                         CurveExtrapolator yExtrapolatorLeft,
                                         CurveExtrapolator yExtrapolatorRight)

Obtains an instance from the specified interpolators and extrapolators.

Parameters:

xInterpolator - the x-value interpolator

xExtrapolatorLeft - the x-value left extrapolator

xExtrapolatorRight - the x-value right extrapolator

yInterpolator - the y-value interpolator

yExtrapolatorLeft - the y-value left extrapolator

yExtrapolatorRight - the y-value right extrapolator

Returns:

the index

Throws:

IllegalArgumentException - if the name is not known

bind

public BoundSurfaceInterpolator bind(DoubleArray xValues,
                                     DoubleArray yValues,
                                     DoubleArray zValues)

Description copied from interface: SurfaceInterpolator

Binds this interpolator to a surface.

The bind process takes the definition of the interpolator and combines it with the x-y-z values. This allows implementations to optimize interpolation calculations.

Specified by:

bind in interface SurfaceInterpolator

Parameters:

xValues - the x-values of the surface, must be sorted from low to high

yValues - the y-values of the surface, must be sorted from low to high within x

zValues - the z-values of the surface

Returns:

the bound interpolator

meta

public static GridSurfaceInterpolator.Meta meta()

The meta-bean for GridSurfaceInterpolator.

Returns:

the meta-bean, not null

metaBean

public GridSurfaceInterpolator.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getXInterpolator

public CurveInterpolator getXInterpolator()

Gets the x-value interpolator.

Returns:

the value of the property

getXExtrapolatorLeft

public CurveExtrapolator getXExtrapolatorLeft()

Gets the x-value left extrapolator.

Returns:

the value of the property

getXExtrapolatorRight

public CurveExtrapolator getXExtrapolatorRight()

Gets the x-value right extrapolator.

Returns:

the value of the property

getYInterpolator

public CurveInterpolator getYInterpolator()

Gets the y-value interpolator.

Returns:

the value of the property

getYExtrapolatorLeft

public CurveExtrapolator getYExtrapolatorLeft()

Gets the y-value left extrapolator.

Returns:

the value of the property

getYExtrapolatorRight

public CurveExtrapolator getYExtrapolatorRight()

Gets the y-value right extrapolator.

Returns:

the value of the property

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object